CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 544-0 545-0 1-0 0.2% 574-4
High 549-0 555-0 6-0 1.1% 579-4
Low 541-0 542-0 1-0 0.2% 541-0
Close 547-6 543-6 -4-0 -0.7% 543-4
Range 8-0 13-0 5-0 62.5% 38-4
ATR 15-0 14-7 -0-1 -1.0% 0-0
Volume 12,757 12,076 -681 -5.3% 83,870
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 585-7 577-7 550-7
R3 572-7 564-7 547-3
R2 559-7 559-7 546-1
R1 551-7 551-7 545-0 549-3
PP 546-7 546-7 546-7 545-6
S1 538-7 538-7 542-4 536-3
S2 533-7 533-7 541-3
S3 520-7 525-7 540-1
S4 507-7 512-7 536-5
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
5 565-4 541-0 24-4 4.5% 14-0 2.6% 11% False False 16,966
10 579-4 541-0 38-4 7.1% 15-3 2.8% 7% False False 16,491
20 579-4 538-4 41-0 7.5% 14-0 2.6% 13% False False 17,125
40 720-0 538-4 181-4 33.4% 12-7 2.4% 3% False False 17,932
60 723-4 538-4 185-0 34.0% 12-6 2.3% 3% False False 15,385
80 723-4 538-4 185-0 34.0% 11-5 2.1% 3% False False 13,295
100 723-4 538-4 185-0 34.0% 11-2 2.1% 3% False False 11,803
120 723-4 538-4 185-0 34.0% 10-4 1.9% 3% False False 10,369
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 4-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 610-2
2.618 589-0
1.618 576-0
1.000 568-0
0.618 563-0
HIGH 555-0
0.618 550-0
0.500 548-4
0.382 547-0
LOW 542-0
0.618 534-0
1.000 529-0
1.618 521-0
2.618 508-0
4.250 486-6
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 548-4 550-4
PP 546-7 548-2
S1 545-3 546-0

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

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