CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 518-0 502-0 -16-0 -3.1% 515-4
High 518-0 513-2 -4-6 -0.9% 526-0
Low 507-6 501-4 -6-2 -1.2% 501-4
Close 509-2 509-4 0-2 0.0% 509-4
Range 10-2 11-6 1-4 14.6% 24-4
ATR 14-7 14-5 -0-2 -1.5% 0-0
Volume 40,468 41,581 1,113 2.8% 255,189
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 543-3 538-1 516-0
R3 531-5 526-3 512-6
R2 519-7 519-7 511-5
R1 514-5 514-5 510-5 517-2
PP 508-1 508-1 508-1 509-3
S1 502-7 502-7 508-3 505-4
S2 496-3 496-3 507-3
S3 484-5 491-1 506-2
S4 472-7 479-3 503-0
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 585-7 572-1 523-0
R3 561-3 547-5 516-2
R2 536-7 536-7 514-0
R1 523-1 523-1 511-6 517-6
PP 512-3 512-3 512-3 509-5
S1 498-5 498-5 507-2 493-2
S2 487-7 487-7 505-0
S3 463-3 474-1 502-6
S4 438-7 449-5 496-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 526-0 501-4 24-4 4.8% 11-0 2.1% 33% False True 51,037
10 584-4 501-4 83-0 16.3% 13-6 2.7% 10% False True 43,272
20 584-4 501-4 83-0 16.3% 13-4 2.7% 10% False True 29,949
40 618-4 501-4 117-0 23.0% 12-6 2.5% 7% False True 23,958
60 723-4 501-4 222-0 43.6% 13-1 2.6% 4% False True 21,736
80 723-4 501-4 222-0 43.6% 12-5 2.5% 4% False True 18,247
100 723-4 501-4 222-0 43.6% 11-6 2.3% 4% False True 16,003
120 723-4 501-4 222-0 43.6% 11-1 2.2% 4% False True 14,097
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 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 563-2
2.618 544-0
1.618 532-2
1.000 525-0
0.618 520-4
HIGH 513-2
0.618 508-6
0.500 507-3
0.382 506-0
LOW 501-4
0.618 494-2
1.000 489-6
1.618 482-4
2.618 470-6
4.250 451-4
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 508-6 509-6
PP 508-1 509-5
S1 507-3 509-5

Download as Excel Spreadsheet

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

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