CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 549-0 548-0 -1-0 -0.2% 544-0
High 554-0 556-0 2-0 0.4% 556-0
Low 542-0 543-0 1-0 0.2% 533-4
Close 543-6 555-6 12-0 2.2% 555-6
Range 12-0 13-0 1-0 8.3% 22-4
ATR 14-4 14-4 -0-1 -0.8% 0-0
Volume 15,456 25,641 10,185 65.9% 82,391
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 590-5 586-1 562-7
R3 577-5 573-1 559-3
R2 564-5 564-5 558-1
R1 560-1 560-1 557-0 562-3
PP 551-5 551-5 551-5 552-6
S1 547-1 547-1 554-4 549-3
S2 538-5 538-5 553-3
S3 525-5 534-1 552-1
S4 512-5 521-1 548-5
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 615-7 608-3 568-1
R3 593-3 585-7 562-0
R2 570-7 570-7 559-7
R1 563-3 563-3 557-6 567-1
PP 548-3 548-3 548-3 550-2
S1 540-7 540-7 553-6 544-5
S2 525-7 525-7 551-5
S3 503-3 518-3 549-4
S4 480-7 495-7 543-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 556-0 533-4 22-4 4.0% 11-1 2.0% 99% True False 16,478
10 579-4 533-4 46-0 8.3% 13-3 2.4% 48% False False 16,626
20 579-4 533-4 46-0 8.3% 13-4 2.4% 48% False False 17,400
40 682-0 533-4 148-4 26.7% 12-3 2.2% 15% False False 17,516
60 723-4 533-4 190-0 34.2% 12-6 2.3% 12% False False 15,946
80 723-4 533-4 190-0 34.2% 11-5 2.1% 12% False False 13,650
100 723-4 533-4 190-0 34.2% 11-3 2.1% 12% False False 12,278
120 723-4 533-4 190-0 34.2% 10-3 1.9% 12% False False 10,755
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 3-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 611-2
2.618 590-0
1.618 577-0
1.000 569-0
0.618 564-0
HIGH 556-0
0.618 551-0
0.500 549-4
0.382 548-0
LOW 543-0
0.618 535-0
1.000 530-0
1.618 522-0
2.618 509-0
4.250 487-6
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 553-5 552-1
PP 551-5 548-3
S1 549-4 544-6

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

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