CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 494-0 502-0 8-0 1.6% 500-0
High 498-0 502-0 4-0 0.8% 507-0
Low 492-4 487-0 -5-4 -1.1% 485-6
Close 496-4 487-2 -9-2 -1.9% 487-2
Range 5-4 15-0 9-4 172.7% 21-2
ATR 13-7 14-0 0-1 0.6% 0-0
Volume 48,125 21,113 -27,012 -56.1% 171,271
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 537-1 527-1 495-4
R3 522-1 512-1 491-3
R2 507-1 507-1 490-0
R1 497-1 497-1 488-5 494-5
PP 492-1 492-1 492-1 490-6
S1 482-1 482-1 485-7 479-5
S2 477-1 477-1 484-4
S3 462-1 467-1 483-1
S4 447-1 452-1 479-0
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 557-1 543-3 499-0
R3 535-7 522-1 493-1
R2 514-5 514-5 491-1
R1 500-7 500-7 489-2 497-1
PP 493-3 493-3 493-3 491-4
S1 479-5 479-5 485-2 475-7
S2 472-1 472-1 483-3
S3 450-7 458-3 481-3
S4 429-5 437-1 475-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 507-0 485-6 21-2 4.4% 10-5 2.2% 7% False False 34,254
10 526-0 485-6 40-2 8.3% 10-6 2.2% 4% False False 42,646
20 584-4 485-6 98-6 20.3% 12-2 2.5% 2% False False 34,319
40 592-0 485-6 106-2 21.8% 13-0 2.7% 1% False False 25,698
60 723-4 485-6 237-6 48.8% 12-7 2.6% 1% False False 23,567
80 723-4 485-6 237-6 48.8% 12-7 2.6% 1% False False 19,965
100 723-4 485-6 237-6 48.8% 11-6 2.4% 1% False False 17,352
120 723-4 485-6 237-6 48.8% 11-2 2.3% 1% False False 15,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 565-6
2.618 541-2
1.618 526-2
1.000 517-0
0.618 511-2
HIGH 502-0
0.618 496-2
0.500 494-4
0.382 492-6
LOW 487-0
0.618 477-6
1.000 472-0
1.618 462-6
2.618 447-6
4.250 423-2
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 494-4 496-3
PP 492-1 493-3
S1 489-5 490-2

Download as Excel Spreadsheet

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

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