CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 555-4 556-0 0-4 0.1% 544-0
High 555-4 565-4 10-0 1.8% 574-0
Low 541-0 548-0 7-0 1.3% 544-0
Close 549-0 559-0 10-0 1.8% 568-0
Range 14-4 17-4 3-0 20.7% 30-0
ATR 15-2 15-3 0-1 1.0% 0-0
Volume 13,538 28,210 14,672 108.4% 101,323
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 610-0 602-0 568-5
R3 592-4 584-4 563-6
R2 575-0 575-0 562-2
R1 567-0 567-0 560-5 571-0
PP 557-4 557-4 557-4 559-4
S1 549-4 549-4 557-3 553-4
S2 540-0 540-0 555-6
S3 522-4 532-0 554-2
S4 505-0 514-4 549-3
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 6.9% 16-0 2.9% 47% False False 16,813
10 579-4 541-0 38-4 6.9% 16-1 2.9% 47% False False 18,954
20 592-0 538-4 53-4 9.6% 13-2 2.4% 38% False False 17,575
40 723-4 538-4 185-0 33.1% 13-2 2.4% 11% False False 18,047
60 723-4 538-4 185-0 33.1% 12-6 2.3% 11% False False 14,982
80 723-4 538-4 185-0 33.1% 11-6 2.1% 11% False False 12,936
100 723-4 538-4 185-0 33.1% 11-0 2.0% 11% False False 11,483
120 723-4 538-4 185-0 33.1% 10-1 1.8% 11% False False 10,129
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 3-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 639-7
2.618 611-3
1.618 593-7
1.000 583-0
0.618 576-3
HIGH 565-4
0.618 558-7
0.500 556-6
0.382 554-5
LOW 548-0
0.618 537-1
1.000 530-4
1.618 519-5
2.618 502-1
4.250 473-5
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 558-2 557-5
PP 557-4 556-2
S1 556-6 554-7

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

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