CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 520-0 508-4 -11-4 -2.2% 564-4
High 521-0 518-0 -3-0 -0.6% 584-4
Low 512-0 504-6 -7-2 -1.4% 516-4
Close 512-4 517-6 5-2 1.0% 516-6
Range 9-0 13-2 4-2 47.2% 68-0
ATR 15-3 15-2 -0-1 -1.0% 0-0
Volume 57,523 45,955 -11,568 -20.1% 177,535
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 553-2 548-6 525-0
R3 540-0 535-4 521-3
R2 526-6 526-6 520-1
R1 522-2 522-2 519-0 524-4
PP 513-4 513-4 513-4 514-5
S1 509-0 509-0 516-4 511-2
S2 500-2 500-2 515-3
S3 487-0 495-6 514-1
S4 473-6 482-4 510-4
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
5 546-0 504-6 41-2 8.0% 13-0 2.5% 32% False True 47,878
10 584-4 504-6 79-6 15.4% 14-0 2.7% 16% False True 39,177
20 584-4 504-6 79-6 15.4% 14-2 2.8% 16% False True 27,738
40 626-0 504-6 121-2 23.4% 12-6 2.5% 11% False True 22,900
60 723-4 504-6 218-6 42.3% 12-7 2.5% 6% False True 20,670
80 723-4 504-6 218-6 42.3% 12-3 2.4% 6% False True 17,373
100 723-4 504-6 218-6 42.3% 11-6 2.3% 6% False True 15,258
120 723-4 504-6 218-6 42.3% 11-0 2.1% 6% False True 13,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 574-2
2.618 552-6
1.618 539-4
1.000 531-2
0.618 526-2
HIGH 518-0
0.618 513-0
0.500 511-3
0.382 509-6
LOW 504-6
0.618 496-4
1.000 491-4
1.618 483-2
2.618 470-0
4.250 448-4
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 515-5 517-0
PP 513-4 516-1
S1 511-3 515-3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.