CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 457-0 458-0 1-0 0.2% 472-0
High 462-0 468-0 6-0 1.3% 475-0
Low 454-0 452-0 -2-0 -0.4% 452-0
Close 458-6 467-2 8-4 1.9% 467-2
Range 8-0 16-0 8-0 100.0% 23-0
ATR 13-3 13-4 0-2 1.4% 0-0
Volume 30,874 25,003 -5,871 -19.0% 111,583
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 510-3 504-7 476-0
R3 494-3 488-7 471-5
R2 478-3 478-3 470-1
R1 472-7 472-7 468-6 475-5
PP 462-3 462-3 462-3 463-6
S1 456-7 456-7 465-6 459-5
S2 446-3 446-3 464-3
S3 430-3 440-7 462-7
S4 414-3 424-7 458-4
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 533-6 523-4 479-7
R3 510-6 500-4 473-5
R2 487-6 487-6 471-4
R1 477-4 477-4 469-3 471-1
PP 464-6 464-6 464-6 461-4
S1 454-4 454-4 465-1 448-1
S2 441-6 441-6 463-0
S3 418-6 431-4 460-7
S4 395-6 408-4 454-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 478-6 452-0 26-6 5.7% 11-5 2.5% 57% False True 28,260
10 508-0 452-0 56-0 12.0% 12-7 2.8% 27% False True 34,208
20 516-0 452-0 64-0 13.7% 12-4 2.7% 24% False True 36,189
40 584-4 452-0 132-4 28.4% 13-1 2.8% 12% False True 32,491
60 618-4 452-0 166-4 35.6% 12-4 2.7% 9% False True 27,672
80 723-4 452-0 271-4 58.1% 12-7 2.8% 6% False True 24,930
100 723-4 452-0 271-4 58.1% 12-4 2.7% 6% False True 21,472
120 723-4 452-0 271-4 58.1% 11-7 2.5% 6% False True 19,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 536-0
2.618 509-7
1.618 493-7
1.000 484-0
0.618 477-7
HIGH 468-0
0.618 461-7
0.500 460-0
0.382 458-1
LOW 452-0
0.618 442-1
1.000 436-0
1.618 426-1
2.618 410-1
4.250 384-0
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 464-7 464-7
PP 462-3 462-3
S1 460-0 460-0

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

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