CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 515-4 520-0 4-4 0.9% 564-4
High 526-0 521-0 -5-0 -1.0% 584-4
Low 515-4 512-0 -3-4 -0.7% 516-4
Close 520-0 512-4 -7-4 -1.4% 516-6
Range 10-4 9-0 -1-4 -14.3% 68-0
ATR 15-7 15-3 -0-4 -3.1% 0-0
Volume 69,662 57,523 -12,139 -17.4% 177,535
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 542-1 536-3 517-4
R3 533-1 527-3 515-0
R2 524-1 524-1 514-1
R1 518-3 518-3 513-3 516-6
PP 515-1 515-1 515-1 514-3
S1 509-3 509-3 511-5 507-6
S2 506-1 506-1 510-7
S3 497-1 500-3 510-0
S4 488-1 491-3 507-4
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 743-2 698-0 554-1
R3 675-2 630-0 535-4
R2 607-2 607-2 529-2
R1 562-0 562-0 523-0 550-5
PP 539-2 539-2 539-2 533-4
S1 494-0 494-0 510-4 482-5
S2 471-2 471-2 504-2
S3 403-2 426-0 498-0
S4 335-2 358-0 479-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 570-4 512-0 58-4 11.4% 14-3 2.8% 1% False True 43,881
10 584-4 512-0 72-4 14.1% 13-5 2.7% 1% False True 36,227
20 584-4 512-0 72-4 14.1% 14-4 2.8% 1% False True 26,359
40 638-0 512-0 126-0 24.6% 12-6 2.5% 0% False True 22,023
60 723-4 512-0 211-4 41.3% 13-0 2.5% 0% False True 19,979
80 723-4 512-0 211-4 41.3% 12-2 2.4% 0% False True 16,860
100 723-4 512-0 211-4 41.3% 11-6 2.3% 0% False True 14,877
120 723-4 512-0 211-4 41.3% 11-0 2.1% 0% False True 13,110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 559-2
2.618 544-4
1.618 535-4
1.000 530-0
0.618 526-4
HIGH 521-0
0.618 517-4
0.500 516-4
0.382 515-4
LOW 512-0
0.618 506-4
1.000 503-0
1.618 497-4
2.618 488-4
4.250 473-6
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 516-4 521-0
PP 515-1 518-1
S1 513-7 515-3

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

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