CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 454-0 457-0 3-0 0.7% 487-0
High 463-0 462-0 -1-0 -0.2% 501-4
Low 454-0 454-0 0-0 0.0% 471-6
Close 456-2 458-6 2-4 0.5% 471-6
Range 9-0 8-0 -1-0 -11.1% 29-6
ATR 13-6 13-3 -0-3 -3.0% 0-0
Volume 31,703 30,874 -829 -2.6% 193,484
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 482-2 478-4 463-1
R3 474-2 470-4 461-0
R2 466-2 466-2 460-2
R1 462-4 462-4 459-4 464-3
PP 458-2 458-2 458-2 459-2
S1 454-4 454-4 458-0 456-3
S2 450-2 450-2 457-2
S3 442-2 446-4 456-4
S4 434-2 438-4 454-3
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
5 488-0 454-0 34-0 7.4% 10-6 2.4% 14% False True 28,612
10 510-0 454-0 56-0 12.2% 13-0 2.8% 8% False True 35,302
20 518-0 454-0 64-0 14.0% 12-1 2.7% 7% False True 36,962
40 584-4 454-0 130-4 28.4% 13-2 2.9% 4% False True 32,350
60 626-0 454-0 172-0 37.5% 12-4 2.7% 3% False True 27,587
80 723-4 454-0 269-4 58.7% 12-6 2.8% 2% False True 24,743
100 723-4 454-0 269-4 58.7% 12-3 2.7% 2% False True 21,291
120 723-4 454-0 269-4 58.7% 11-6 2.6% 2% False True 18,875
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 2-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 496-0
2.618 483-0
1.618 475-0
1.000 470-0
0.618 467-0
HIGH 462-0
0.618 459-0
0.500 458-0
0.382 457-0
LOW 454-0
0.618 449-0
1.000 446-0
1.618 441-0
2.618 433-0
4.250 420-0
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 458-4 464-4
PP 458-2 462-5
S1 458-0 460-5

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

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