CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 556-0 556-4 0-4 0.1% 574-4
High 565-4 560-0 -5-4 -1.0% 579-4
Low 548-0 543-0 -5-0 -0.9% 541-0
Close 559-0 543-4 -15-4 -2.8% 543-4
Range 17-4 17-0 -0-4 -2.9% 38-4
ATR 15-3 15-4 0-1 0.7% 0-0
Volume 28,210 18,251 -9,959 -35.3% 83,870
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 599-7 588-5 552-7
R3 582-7 571-5 548-1
R2 565-7 565-7 546-5
R1 554-5 554-5 545-0 551-6
PP 548-7 548-7 548-7 547-3
S1 537-5 537-5 542-0 534-6
S2 531-7 531-7 540-3
S3 514-7 520-5 538-7
S4 497-7 503-5 534-1
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 670-1 645-3 564-5
R3 631-5 606-7 554-1
R2 593-1 593-1 550-4
R1 568-3 568-3 547-0 561-4
PP 554-5 554-5 554-5 551-2
S1 529-7 529-7 540-0 523-0
S2 516-1 516-1 536-4
S3 477-5 491-3 532-7
S4 439-1 452-7 522-3
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 7.1% 15-5 2.9% 6% False False 16,774
10 579-4 541-0 38-4 7.1% 17-3 3.2% 6% False False 18,519
20 592-0 538-4 53-4 9.8% 13-6 2.5% 9% False False 17,076
40 723-4 538-4 185-0 34.0% 13-1 2.4% 3% False False 18,190
60 723-4 538-4 185-0 34.0% 13-0 2.4% 3% False False 15,180
80 723-4 538-4 185-0 34.0% 11-5 2.1% 3% False False 13,110
100 723-4 538-4 185-0 34.0% 11-0 2.0% 3% False False 11,627
120 723-4 538-4 185-0 34.0% 10-2 1.9% 3% False False 10,218
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 632-2
2.618 604-4
1.618 587-4
1.000 577-0
0.618 570-4
HIGH 560-0
0.618 553-4
0.500 551-4
0.382 549-4
LOW 543-0
0.618 532-4
1.000 526-0
1.618 515-4
2.618 498-4
4.250 470-6
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 551-4 553-2
PP 548-7 550-0
S1 546-1 546-6

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

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