CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 489-0 498-4 9-4 1.9% 500-0
High 500-0 516-0 16-0 3.2% 507-0
Low 489-0 495-0 6-0 1.2% 485-6
Close 499-2 498-6 -0-4 -0.1% 487-2
Range 11-0 21-0 10-0 90.9% 21-2
ATR 13-7 14-3 0-4 3.7% 0-0
Volume 38,622 45,718 7,096 18.4% 171,271
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 566-2 553-4 510-2
R3 545-2 532-4 504-4
R2 524-2 524-2 502-5
R1 511-4 511-4 500-5 517-7
PP 503-2 503-2 503-2 506-4
S1 490-4 490-4 496-7 496-7
S2 482-2 482-2 494-7
S3 461-2 469-4 493-0
S4 440-2 448-4 487-2
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
5 516-0 485-6 30-2 6.1% 14-6 3.0% 43% True False 37,224
10 518-0 485-6 32-2 6.5% 12-0 2.4% 40% False False 38,361
20 584-4 485-6 98-6 19.8% 12-7 2.6% 13% False False 37,294
40 584-4 485-6 98-6 19.8% 13-3 2.7% 13% False False 27,209
60 720-0 485-6 234-2 47.0% 12-7 2.6% 6% False False 24,386
80 723-4 485-6 237-6 47.7% 12-6 2.6% 5% False False 20,862
100 723-4 485-6 237-6 47.7% 11-7 2.4% 5% False False 18,095
120 723-4 485-6 237-6 47.7% 11-4 2.3% 5% False False 16,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 605-2
2.618 571-0
1.618 550-0
1.000 537-0
0.618 529-0
HIGH 516-0
0.618 508-0
0.500 505-4
0.382 503-0
LOW 495-0
0.618 482-0
1.000 474-0
1.618 461-0
2.618 440-0
4.250 405-6
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 505-4 501-4
PP 503-2 500-5
S1 501-0 499-5

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

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