CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 548-0 564-4 16-4 3.0% 544-0
High 556-0 584-4 28-4 5.1% 556-0
Low 543-0 564-4 21-4 4.0% 533-4
Close 555-6 577-2 21-4 3.9% 555-6
Range 13-0 20-0 7-0 53.8% 22-4
ATR 14-4 15-4 1-0 7.1% 0-0
Volume 25,641 18,645 -6,996 -27.3% 82,391
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 635-3 626-3 588-2
R3 615-3 606-3 582-6
R2 595-3 595-3 580-7
R1 586-3 586-3 579-1 590-7
PP 575-3 575-3 575-3 577-6
S1 566-3 566-3 575-3 570-7
S2 555-3 555-3 573-5
S3 535-3 546-3 571-6
S4 515-3 526-3 566-2
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
5 584-4 533-4 51-0 8.8% 13-4 2.3% 86% True False 17,655
10 584-4 533-4 51-0 8.8% 13-4 2.3% 86% True False 17,104
20 584-4 533-4 51-0 8.8% 14-0 2.4% 86% True False 17,732
40 670-0 533-4 136-4 23.6% 12-6 2.2% 32% False False 17,622
60 723-4 533-4 190-0 32.9% 12-7 2.2% 23% False False 16,218
80 723-4 533-4 190-0 32.9% 11-6 2.0% 23% False False 13,724
100 723-4 533-4 190-0 32.9% 11-3 2.0% 23% False False 12,423
120 723-4 533-4 190-0 32.9% 10-3 1.8% 23% False False 10,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 669-4
2.618 636-7
1.618 616-7
1.000 604-4
0.618 596-7
HIGH 584-4
0.618 576-7
0.500 574-4
0.382 572-1
LOW 564-4
0.618 552-1
1.000 544-4
1.618 532-1
2.618 512-1
4.250 479-4
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 576-3 572-5
PP 575-3 567-7
S1 574-4 563-2

Download as Excel Spreadsheet

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

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