CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 472-0 454-0 -18-0 -3.8% 487-0
High 475-0 463-0 -12-0 -2.5% 501-4
Low 457-0 454-0 -3-0 -0.7% 471-6
Close 459-0 456-2 -2-6 -0.6% 471-6
Range 18-0 9-0 -9-0 -50.0% 29-6
ATR 14-1 13-6 -0-3 -2.6% 0-0
Volume 24,003 31,703 7,700 32.1% 193,484
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 484-6 479-4 461-2
R3 475-6 470-4 458-6
R2 466-6 466-6 457-7
R1 461-4 461-4 457-1 464-1
PP 457-6 457-6 457-6 459-0
S1 452-4 452-4 455-3 455-1
S2 448-6 448-6 454-5
S3 439-6 443-4 453-6
S4 430-6 434-4 451-2
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
5 490-0 454-0 36-0 7.9% 10-5 2.3% 6% False True 30,352
10 510-0 454-0 56-0 12.3% 12-6 2.8% 4% False True 37,072
20 518-0 454-0 64-0 14.0% 12-3 2.7% 4% False True 37,716
40 584-4 454-0 130-4 28.6% 13-4 3.0% 2% False True 32,038
60 638-0 454-0 184-0 40.3% 12-5 2.8% 1% False True 27,254
80 723-4 454-0 269-4 59.1% 12-7 2.8% 1% False True 24,413
100 723-4 454-0 269-4 59.1% 12-2 2.7% 1% False True 21,031
120 723-4 454-0 269-4 59.1% 11-7 2.6% 1% False True 18,684
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 501-2
2.618 486-4
1.618 477-4
1.000 472-0
0.618 468-4
HIGH 463-0
0.618 459-4
0.500 458-4
0.382 457-4
LOW 454-0
0.618 448-4
1.000 445-0
1.618 439-4
2.618 430-4
4.250 415-6
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 458-4 466-3
PP 457-6 463-0
S1 457-0 459-5

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

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