CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 487-0 475-4 -11-4 -2.4% 487-0
High 488-0 478-6 -9-2 -1.9% 501-4
Low 476-0 471-6 -4-2 -0.9% 471-6
Close 478-6 471-6 -7-0 -1.5% 471-6
Range 12-0 7-0 -5-0 -41.7% 29-6
ATR 14-3 13-6 -0-4 -3.6% 0-0
Volume 26,760 29,721 2,961 11.1% 193,484
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 495-1 490-3 475-5
R3 488-1 483-3 473-5
R2 481-1 481-1 473-0
R1 476-3 476-3 472-3 475-2
PP 474-1 474-1 474-1 473-4
S1 469-3 469-3 471-1 468-2
S2 467-1 467-1 470-4
S3 460-1 462-3 469-7
S4 453-1 455-3 467-7
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 570-7 551-1 488-1
R3 541-1 521-3 479-7
R2 511-3 511-3 477-2
R1 491-5 491-5 474-4 486-5
PP 481-5 481-5 481-5 479-2
S1 461-7 461-7 469-0 456-7
S2 451-7 451-7 466-2
S3 422-1 432-1 463-5
S4 392-3 402-3 455-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 501-4 471-6 29-6 6.3% 11-6 2.5% 0% False True 38,696
10 516-0 471-6 44-2 9.4% 13-2 2.8% 0% False True 39,935
20 526-0 471-6 54-2 11.5% 12-0 2.6% 0% False True 41,290
40 584-4 471-6 112-6 23.9% 13-7 2.9% 0% False True 31,773
60 640-0 471-6 168-2 35.7% 12-4 2.6% 0% False True 26,875
80 723-4 471-6 251-6 53.4% 12-7 2.7% 0% False True 23,911
100 723-4 471-6 251-6 53.4% 12-1 2.6% 0% False True 20,581
120 723-4 471-6 251-6 53.4% 11-6 2.5% 0% False True 18,365
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 508-4
2.618 497-1
1.618 490-1
1.000 485-6
0.618 483-1
HIGH 478-6
0.618 476-1
0.500 475-2
0.382 474-3
LOW 471-6
0.618 467-3
1.000 464-6
1.618 460-3
2.618 453-3
4.250 442-0
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 475-2 480-7
PP 474-1 477-7
S1 472-7 474-6

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

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