CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 556-4 544-0 -12-4 -2.2% 574-4
High 560-0 549-0 -11-0 -2.0% 579-4
Low 543-0 541-0 -2-0 -0.4% 541-0
Close 543-4 547-6 4-2 0.8% 543-4
Range 17-0 8-0 -9-0 -52.9% 38-4
ATR 15-4 15-0 -0-4 -3.5% 0-0
Volume 18,251 12,757 -5,494 -30.1% 83,870
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 569-7 566-7 552-1
R3 561-7 558-7 550-0
R2 553-7 553-7 549-2
R1 550-7 550-7 548-4 552-3
PP 545-7 545-7 545-7 546-6
S1 542-7 542-7 547-0 544-3
S2 537-7 537-7 546-2
S3 529-7 534-7 545-4
S4 521-7 526-7 543-3
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
5 568-6 541-0 27-6 5.1% 13-4 2.5% 24% False True 16,553
10 579-4 541-0 38-4 7.0% 15-5 2.9% 18% False True 17,800
20 592-0 538-4 53-4 9.8% 14-0 2.5% 17% False False 17,043
40 723-4 538-4 185-0 33.8% 13-2 2.4% 5% False False 18,043
60 723-4 538-4 185-0 33.8% 13-0 2.4% 5% False False 15,300
80 723-4 538-4 185-0 33.8% 11-5 2.1% 5% False False 13,209
100 723-4 538-4 185-0 33.8% 11-1 2.0% 5% False False 11,726
120 723-4 538-4 185-0 33.8% 10-3 1.9% 5% False False 10,288
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-0
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 583-0
2.618 570-0
1.618 562-0
1.000 557-0
0.618 554-0
HIGH 549-0
0.618 546-0
0.500 545-0
0.382 544-0
LOW 541-0
0.618 536-0
1.000 533-0
1.618 528-0
2.618 520-0
4.250 507-0
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 546-7 553-2
PP 545-7 551-3
S1 545-0 549-5

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

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