CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 509-0 506-0 -3-0 -0.6% 489-0
High 510-0 508-0 -2-0 -0.4% 516-0
Low 493-0 489-0 -4-0 -0.8% 489-0
Close 503-0 495-2 -7-6 -1.5% 495-2
Range 17-0 19-0 2-0 11.8% 27-0
ATR 14-2 14-4 0-3 2.4% 0-0
Volume 35,942 37,014 1,072 3.0% 205,871
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 554-3 543-7 505-6
R3 535-3 524-7 500-4
R2 516-3 516-3 498-6
R1 505-7 505-7 497-0 501-5
PP 497-3 497-3 497-3 495-2
S1 486-7 486-7 493-4 482-5
S2 478-3 478-3 491-6
S3 459-3 467-7 490-0
S4 440-3 448-7 484-6
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 581-1 565-1 510-1
R3 554-1 538-1 502-5
R2 527-1 527-1 500-2
R1 511-1 511-1 497-6 519-1
PP 500-1 500-1 500-1 504-0
S1 484-1 484-1 492-6 492-1
S2 473-1 473-1 490-2
S3 446-1 457-1 487-7
S4 419-1 430-1 480-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 516-0 489-0 27-0 5.5% 14-7 3.0% 23% False True 41,174
10 516-0 485-6 30-2 6.1% 12-6 2.6% 31% False False 37,714
20 584-4 485-6 98-6 19.9% 13-2 2.7% 10% False False 40,493
40 584-4 485-6 98-6 19.9% 13-3 2.7% 10% False False 28,946
60 682-0 485-6 196-2 39.6% 12-5 2.6% 5% False False 25,175
80 723-4 485-6 237-6 48.0% 12-7 2.6% 4% False False 22,083
100 723-4 485-6 237-6 48.0% 11-7 2.4% 4% False False 19,018
120 723-4 485-6 237-6 48.0% 11-6 2.4% 4% False False 16,981
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 True
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 588-6
2.618 557-6
1.618 538-6
1.000 527-0
0.618 519-6
HIGH 508-0
0.618 500-6
0.500 498-4
0.382 496-2
LOW 489-0
0.618 477-2
1.000 470-0
1.618 458-2
2.618 439-2
4.250 408-2
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 498-4 499-4
PP 497-3 498-1
S1 496-3 496-5

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

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