CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 506-0 487-0 -19-0 -3.8% 489-0
High 508-0 501-4 -6-4 -1.3% 516-0
Low 489-0 481-0 -8-0 -1.6% 489-0
Close 495-2 498-6 3-4 0.7% 495-2
Range 19-0 20-4 1-4 7.9% 27-0
ATR 14-4 15-0 0-3 2.9% 0-0
Volume 37,014 46,927 9,913 26.8% 205,871
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 555-2 547-4 510-0
R3 534-6 527-0 504-3
R2 514-2 514-2 502-4
R1 506-4 506-4 500-5 510-3
PP 493-6 493-6 493-6 495-6
S1 486-0 486-0 496-7 489-7
S2 473-2 473-2 495-0
S3 452-6 465-4 493-1
S4 432-2 445-0 487-4
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
5 516-0 481-0 35-0 7.0% 16-6 3.4% 51% False True 42,835
10 516-0 481-0 35-0 7.0% 14-1 2.8% 51% False True 38,752
20 577-0 481-0 96-0 19.2% 13-2 2.7% 18% False True 41,907
40 584-4 481-0 103-4 20.8% 13-5 2.7% 17% False True 29,820
60 670-0 481-0 189-0 37.9% 12-7 2.6% 9% False True 25,717
80 723-4 481-0 242-4 48.6% 13-0 2.6% 7% False True 22,641
100 723-4 481-0 242-4 48.6% 12-0 2.4% 7% False True 19,361
120 723-4 481-0 242-4 48.6% 11-6 2.3% 7% False True 17,337
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 False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 588-5
2.618 555-1
1.618 534-5
1.000 522-0
0.618 514-1
HIGH 501-4
0.618 493-5
0.500 491-2
0.382 488-7
LOW 481-0
0.618 468-3
1.000 460-4
1.618 447-7
2.618 427-3
4.250 393-7
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 496-2 497-5
PP 493-6 496-5
S1 491-2 495-4

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

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