CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 492-0 485-0 -7-0 -1.4% 489-0
High 494-2 490-0 -4-2 -0.9% 516-0
Low 482-2 483-0 0-6 0.2% 489-0
Close 487-2 485-6 -1-4 -0.3% 495-2
Range 12-0 7-0 -5-0 -41.7% 27-0
ATR 15-1 14-4 -0-5 -3.8% 0-0
Volume 50,502 39,574 -10,928 -21.6% 205,871
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 507-2 503-4 489-5
R3 500-2 496-4 487-5
R2 493-2 493-2 487-0
R1 489-4 489-4 486-3 491-3
PP 486-2 486-2 486-2 487-2
S1 482-4 482-4 485-1 484-3
S2 479-2 479-2 484-4
S3 472-2 475-4 483-7
S4 465-2 468-4 481-7
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
5 510-0 481-0 29-0 6.0% 15-1 3.1% 16% False False 41,991
10 516-0 481-0 35-0 7.2% 13-4 2.8% 14% False False 41,211
20 546-0 481-0 65-0 13.4% 12-6 2.6% 7% False False 41,779
40 584-4 481-0 103-4 21.3% 13-5 2.8% 5% False False 31,375
60 666-0 481-0 185-0 38.1% 12-6 2.6% 3% False False 26,544
80 723-4 481-0 242-4 49.9% 13-0 2.7% 2% False False 23,472
100 723-4 481-0 242-4 49.9% 12-0 2.5% 2% False False 20,132
120 723-4 481-0 242-4 49.9% 11-6 2.4% 2% False False 17,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 519-6
2.618 508-3
1.618 501-3
1.000 497-0
0.618 494-3
HIGH 490-0
0.618 487-3
0.500 486-4
0.382 485-5
LOW 483-0
0.618 478-5
1.000 476-0
1.618 471-5
2.618 464-5
4.250 453-2
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 486-4 491-2
PP 486-2 489-3
S1 486-0 487-5

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

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