CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 459-0 457-4 -1-4 -0.3% 472-0
High 462-0 480-0 18-0 3.9% 475-0
Low 452-0 457-4 5-4 1.2% 452-0
Close 454-0 470-4 16-4 3.6% 467-2
Range 10-0 22-4 12-4 125.0% 23-0
ATR 13-5 14-4 0-7 6.5% 0-0
Volume 38,946 25,951 -12,995 -33.4% 111,583
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 536-7 526-1 482-7
R3 514-3 503-5 476-6
R2 491-7 491-7 474-5
R1 481-1 481-1 472-4 486-4
PP 469-3 469-3 469-3 472-0
S1 458-5 458-5 468-4 464-0
S2 446-7 446-7 466-3
S3 424-3 436-1 464-2
S4 401-7 413-5 458-1
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
5 480-0 452-0 28-0 6.0% 13-1 2.8% 66% True False 30,495
10 494-2 452-0 42-2 9.0% 12-1 2.6% 44% False False 32,303
20 516-0 452-0 64-0 13.6% 13-1 2.8% 29% False False 35,528
40 584-4 452-0 132-4 28.2% 13-0 2.8% 14% False False 33,305
60 606-0 452-0 154-0 32.7% 12-7 2.7% 12% False False 28,221
80 723-4 452-0 271-4 57.7% 13-0 2.8% 7% False False 25,487
100 723-4 452-0 271-4 57.7% 12-5 2.7% 7% False False 22,005
120 723-4 452-0 271-4 57.7% 11-7 2.5% 7% False False 19,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 45 trading days
Fibonacci Retracements and Extensions
4.250 575-5
2.618 538-7
1.618 516-3
1.000 502-4
0.618 493-7
HIGH 480-0
0.618 471-3
0.500 468-6
0.382 466-1
LOW 457-4
0.618 443-5
1.000 435-0
1.618 421-1
2.618 398-5
4.250 361-7
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 469-7 469-0
PP 469-3 467-4
S1 468-6 466-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.