CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 475-4 472-0 -3-4 -0.7% 487-0
High 478-6 475-0 -3-6 -0.8% 501-4
Low 471-6 457-0 -14-6 -3.1% 471-6
Close 471-6 459-0 -12-6 -2.7% 471-6
Range 7-0 18-0 11-0 157.1% 29-6
ATR 13-6 14-1 0-2 2.2% 0-0
Volume 29,721 24,003 -5,718 -19.2% 193,484
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 517-5 506-3 468-7
R3 499-5 488-3 464-0
R2 481-5 481-5 462-2
R1 470-3 470-3 460-5 467-0
PP 463-5 463-5 463-5 462-0
S1 452-3 452-3 457-3 449-0
S2 445-5 445-5 455-6
S3 427-5 434-3 454-0
S4 409-5 416-3 449-1
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
5 494-2 457-0 37-2 8.1% 11-2 2.4% 5% False True 34,112
10 516-0 457-0 59-0 12.9% 14-0 3.1% 3% False True 38,473
20 521-0 457-0 64-0 13.9% 12-3 2.7% 3% False True 39,007
40 584-4 457-0 127-4 27.8% 13-5 3.0% 2% False True 31,874
60 638-0 457-0 181-0 39.4% 12-5 2.8% 1% False True 26,996
80 723-4 457-0 266-4 58.1% 13-0 2.8% 1% False True 24,116
100 723-4 457-0 266-4 58.1% 12-2 2.7% 1% False True 20,761
120 723-4 457-0 266-4 58.1% 11-7 2.6% 1% False True 18,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 551-4
2.618 522-1
1.618 504-1
1.000 493-0
0.618 486-1
HIGH 475-0
0.618 468-1
0.500 466-0
0.382 463-7
LOW 457-0
0.618 445-7
1.000 439-0
1.618 427-7
2.618 409-7
4.250 380-4
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 466-0 472-4
PP 463-5 468-0
S1 461-3 463-4

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

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