CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 564-4 573-4 9-0 1.6% 544-0
High 584-4 577-0 -7-4 -1.3% 556-0
Low 564-4 567-0 2-4 0.4% 533-4
Close 577-2 570-2 -7-0 -1.2% 555-6
Range 20-0 10-0 -10-0 -50.0% 22-4
ATR 15-4 15-1 -0-3 -2.4% 0-0
Volume 18,645 66,667 48,022 257.6% 82,391
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 601-3 595-7 575-6
R3 591-3 585-7 573-0
R2 581-3 581-3 572-1
R1 575-7 575-7 571-1 573-5
PP 571-3 571-3 571-3 570-2
S1 565-7 565-7 569-3 563-5
S2 561-3 561-3 568-3
S3 551-3 555-7 567-4
S4 541-3 545-7 564-6
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 8.9% 13-0 2.3% 72% False False 28,574
10 584-4 533-4 51-0 8.9% 13-4 2.4% 72% False False 22,770
20 584-4 533-4 51-0 8.9% 14-0 2.4% 72% False False 20,487
40 670-0 533-4 136-4 23.9% 12-4 2.2% 27% False False 18,854
60 723-4 533-4 190-0 33.3% 12-7 2.3% 19% False False 17,127
80 723-4 533-4 190-0 33.3% 11-6 2.1% 19% False False 14,488
100 723-4 533-4 190-0 33.3% 11-3 2.0% 19% False False 13,033
120 723-4 533-4 190-0 33.3% 10-3 1.8% 19% False False 11,414
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 619-4
2.618 603-1
1.618 593-1
1.000 587-0
0.618 583-1
HIGH 577-0
0.618 573-1
0.500 572-0
0.382 570-7
LOW 567-0
0.618 560-7
1.000 557-0
1.618 550-7
2.618 540-7
4.250 524-4
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 572-0 568-1
PP 571-3 565-7
S1 570-7 563-6

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

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