CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 496-4 498-0 1-4 0.3% 515-4
High 501-0 507-0 6-0 1.2% 526-0
Low 496-4 485-6 -10-6 -2.2% 501-4
Close 498-2 493-4 -4-6 -1.0% 509-4
Range 4-4 21-2 16-6 372.2% 24-4
ATR 14-0 14-4 0-4 3.7% 0-0
Volume 32,948 32,544 -404 -1.2% 255,189
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 559-1 547-5 505-2
R3 537-7 526-3 499-3
R2 516-5 516-5 497-3
R1 505-1 505-1 495-4 500-2
PP 495-3 495-3 495-3 493-0
S1 483-7 483-7 491-4 479-0
S2 474-1 474-1 489-5
S3 452-7 462-5 487-5
S4 431-5 441-3 481-6
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
5 518-0 485-6 32-2 6.5% 11-0 2.2% 24% False True 36,816
10 546-0 485-6 60-2 12.2% 12-0 2.4% 13% False True 42,347
20 584-4 485-6 98-6 20.0% 13-0 2.6% 8% False True 33,180
40 602-4 485-6 116-6 23.7% 13-0 2.6% 7% False True 25,450
60 723-4 485-6 237-6 48.2% 13-1 2.7% 3% False True 22,767
80 723-4 485-6 237-6 48.2% 12-5 2.6% 3% False True 19,319
100 723-4 485-6 237-6 48.2% 11-7 2.4% 3% False True 16,749
120 723-4 485-6 237-6 48.2% 11-2 2.3% 3% False True 14,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 597-2
2.618 562-5
1.618 541-3
1.000 528-2
0.618 520-1
HIGH 507-0
0.618 498-7
0.500 496-3
0.382 493-7
LOW 485-6
0.618 472-5
1.000 464-4
1.618 451-3
2.618 430-1
4.250 395-4
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 496-3 496-3
PP 495-3 495-3
S1 494-4 494-4

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

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