CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 501-0 509-0 8-0 1.6% 500-0
High 507-4 510-0 2-4 0.5% 507-0
Low 501-0 493-0 -8-0 -1.6% 485-6
Close 506-6 503-0 -3-6 -0.7% 487-2
Range 6-4 17-0 10-4 161.5% 21-2
ATR 14-0 14-2 0-2 1.5% 0-0
Volume 48,575 35,942 -12,633 -26.0% 171,271
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 553-0 545-0 512-3
R3 536-0 528-0 507-5
R2 519-0 519-0 506-1
R1 511-0 511-0 504-4 506-4
PP 502-0 502-0 502-0 499-6
S1 494-0 494-0 501-4 489-4
S2 485-0 485-0 499-7
S3 468-0 477-0 498-3
S4 451-0 460-0 493-5
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
5 516-0 487-0 29-0 5.8% 14-1 2.8% 55% False False 37,994
10 516-0 485-6 30-2 6.0% 12-0 2.4% 57% False False 38,170
20 584-4 485-6 98-6 19.6% 13-0 2.6% 17% False False 39,924
40 584-4 485-6 98-6 19.6% 13-0 2.6% 17% False False 28,427
60 693-4 485-6 207-6 41.3% 12-4 2.5% 8% False False 25,050
80 723-4 485-6 237-6 47.3% 12-6 2.5% 7% False False 21,690
100 723-4 485-6 237-6 47.3% 11-7 2.4% 7% False False 18,724
120 723-4 485-6 237-6 47.3% 11-5 2.3% 7% False False 16,711
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 True
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 582-2
2.618 554-4
1.618 537-4
1.000 527-0
0.618 520-4
HIGH 510-0
0.618 503-4
0.500 501-4
0.382 499-4
LOW 493-0
0.618 482-4
1.000 476-0
1.618 465-4
2.618 448-4
4.250 420-6
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 502-4 504-4
PP 502-0 504-0
S1 501-4 503-4

Download as Excel Spreadsheet

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

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