CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 566-0 555-4 -10-4 -1.9% 544-0
High 568-6 555-4 -13-2 -2.3% 574-0
Low 558-4 541-0 -17-4 -3.1% 544-0
Close 561-4 549-0 -12-4 -2.2% 568-0
Range 10-2 14-4 4-2 41.5% 30-0
ATR 14-7 15-2 0-3 2.7% 0-0
Volume 10,009 13,538 3,529 35.3% 101,323
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 592-0 585-0 557-0
R3 577-4 570-4 553-0
R2 563-0 563-0 551-5
R1 556-0 556-0 550-3 552-2
PP 548-4 548-4 548-4 546-5
S1 541-4 541-4 547-5 537-6
S2 534-0 534-0 546-3
S3 519-4 527-0 545-0
S4 505-0 512-4 541-0
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 652-0 640-0 584-4
R3 622-0 610-0 576-2
R2 592-0 592-0 573-4
R1 580-0 580-0 570-6 586-0
PP 562-0 562-0 562-0 565-0
S1 550-0 550-0 565-2 556-0
S2 532-0 532-0 562-4
S3 502-0 520-0 559-6
S4 472-0 490-0 551-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 579-4 541-0 38-4 7.0% 16-0 2.9% 21% False True 15,046
10 579-4 541-0 38-4 7.0% 15-0 2.7% 21% False True 17,930
20 602-4 538-4 64-0 11.7% 13-0 2.4% 16% False False 17,719
40 723-4 538-4 185-0 33.7% 13-1 2.4% 6% False False 17,561
60 723-4 538-4 185-0 33.7% 12-4 2.3% 6% False False 14,699
80 723-4 538-4 185-0 33.7% 11-5 2.1% 6% False False 12,642
100 723-4 538-4 185-0 33.7% 10-7 2.0% 6% False False 11,219
120 723-4 538-4 185-0 33.7% 10-1 1.8% 6% False False 9,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 617-1
2.618 593-4
1.618 579-0
1.000 570-0
0.618 564-4
HIGH 555-4
0.618 550-0
0.500 548-2
0.382 546-4
LOW 541-0
0.618 532-0
1.000 526-4
1.618 517-4
2.618 503-0
4.250 479-3
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 548-6 560-2
PP 548-4 556-4
S1 548-2 552-6

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These figures are updated between 7pm and 10pm EST after a trading day.

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