CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 545-0 541-0 -4-0 -0.7% 574-4
High 555-0 543-2 -11-6 -2.1% 579-4
Low 542-0 533-4 -8-4 -1.6% 541-0
Close 543-6 539-0 -4-6 -0.9% 543-4
Range 13-0 9-6 -3-2 -25.0% 38-4
ATR 14-7 14-4 -0-3 -2.2% 0-0
Volume 12,076 16,461 4,385 36.3% 83,870
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 567-7 563-1 544-3
R3 558-1 553-3 541-5
R2 548-3 548-3 540-6
R1 543-5 543-5 539-7 541-1
PP 538-5 538-5 538-5 537-2
S1 533-7 533-7 538-1 531-3
S2 528-7 528-7 537-2
S3 519-1 524-1 536-3
S4 509-3 514-3 533-5
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
5 565-4 533-4 32-0 5.9% 13-0 2.4% 17% False True 17,551
10 579-4 533-4 46-0 8.5% 14-4 2.7% 12% False True 16,298
20 579-4 533-4 46-0 8.5% 13-2 2.5% 12% False True 17,277
40 704-0 533-4 170-4 31.6% 12-7 2.4% 3% False True 17,833
60 723-4 533-4 190-0 35.3% 12-4 2.3% 3% False True 15,457
80 723-4 533-4 190-0 35.3% 11-5 2.2% 3% False True 13,375
100 723-4 533-4 190-0 35.3% 11-3 2.1% 3% False True 11,945
120 723-4 533-4 190-0 35.3% 10-3 1.9% 3% False True 10,464
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
4.250 584-6
2.618 568-6
1.618 559-0
1.000 553-0
0.618 549-2
HIGH 543-2
0.618 539-4
0.500 538-3
0.382 537-2
LOW 533-4
0.618 527-4
1.000 523-6
1.618 517-6
2.618 508-0
4.250 492-0
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 538-6 544-2
PP 538-5 542-4
S1 538-3 540-6

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

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