CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 573-4 570-0 -3-4 -0.6% 544-0
High 577-0 570-4 -6-4 -1.1% 556-0
Low 567-0 550-0 -17-0 -3.0% 533-4
Close 570-2 556-6 -13-4 -2.4% 555-6
Range 10-0 20-4 10-4 105.0% 22-4
ATR 15-1 15-4 0-3 2.6% 0-0
Volume 66,667 25,971 -40,696 -61.0% 82,391
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 620-5 609-1 568-0
R3 600-1 588-5 562-3
R2 579-5 579-5 560-4
R1 568-1 568-1 558-5 563-5
PP 559-1 559-1 559-1 556-6
S1 547-5 547-5 554-7 543-1
S2 538-5 538-5 553-0
S3 518-1 527-1 551-1
S4 497-5 506-5 545-4
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
5 584-4 542-0 42-4 7.6% 15-1 2.7% 35% False False 30,476
10 584-4 533-4 51-0 9.2% 14-1 2.5% 46% False False 24,013
20 584-4 533-4 51-0 9.2% 14-4 2.6% 46% False False 20,972
40 666-0 533-4 132-4 23.8% 12-6 2.3% 18% False False 18,926
60 723-4 533-4 190-0 34.1% 13-0 2.3% 12% False False 17,369
80 723-4 533-4 190-0 34.1% 11-7 2.1% 12% False False 14,720
100 723-4 533-4 190-0 34.1% 11-4 2.1% 12% False False 13,236
120 723-4 533-4 190-0 34.1% 10-5 1.9% 12% False False 11,608
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 3-3
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 657-5
2.618 624-1
1.618 603-5
1.000 591-0
0.618 583-1
HIGH 570-4
0.618 562-5
0.500 560-2
0.382 557-7
LOW 550-0
0.618 537-3
1.000 529-4
1.618 516-7
2.618 496-3
4.250 462-7
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 560-2 567-2
PP 559-1 563-6
S1 557-7 560-2

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

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