CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 570-0 545-4 -24-4 -4.3% 544-0
High 570-4 546-0 -24-4 -4.3% 556-0
Low 550-0 527-4 -22-4 -4.1% 533-4
Close 556-6 528-2 -28-4 -5.1% 555-6
Range 20-4 18-4 -2-0 -9.8% 22-4
ATR 15-4 16-4 1-0 6.4% 0-0
Volume 25,971 34,853 8,882 34.2% 82,391
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 589-3 577-3 538-3
R3 570-7 558-7 533-3
R2 552-3 552-3 531-5
R1 540-3 540-3 530-0 537-1
PP 533-7 533-7 533-7 532-2
S1 521-7 521-7 526-4 518-5
S2 515-3 515-3 524-7
S3 496-7 503-3 523-1
S4 478-3 484-7 518-1
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
5 584-4 527-4 57-0 10.8% 16-3 3.1% 1% False True 34,355
10 584-4 527-4 57-0 10.8% 14-1 2.7% 1% False True 24,677
20 584-4 527-4 57-0 10.8% 15-1 2.9% 1% False True 21,816
40 660-0 527-4 132-4 25.1% 12-6 2.4% 1% False True 19,319
60 723-4 527-4 196-0 37.1% 13-1 2.5% 0% False True 17,800
80 723-4 527-4 196-0 37.1% 12-0 2.3% 0% False True 15,096
100 723-4 527-4 196-0 37.1% 11-5 2.2% 0% False True 13,551
120 723-4 527-4 196-0 37.1% 10-6 2.0% 0% False True 11,881
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 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 624-5
2.618 594-3
1.618 575-7
1.000 564-4
0.618 557-3
HIGH 546-0
0.618 538-7
0.500 536-6
0.382 534-5
LOW 527-4
0.618 516-1
1.000 509-0
1.618 497-5
2.618 479-1
4.250 448-7
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 536-6 552-2
PP 533-7 544-2
S1 531-1 536-2

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

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