CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 461-4 466-0 4-4 1.0% 472-0
High 468-0 468-4 0-4 0.1% 475-0
Low 457-0 458-0 1-0 0.2% 452-0
Close 467-2 461-6 -5-4 -1.2% 467-2
Range 11-0 10-4 -0-4 -4.5% 23-0
ATR 14-4 14-1 -0-2 -2.0% 0-0
Volume 51,514 31,700 -19,814 -38.5% 111,583
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 494-2 488-4 467-4
R3 483-6 478-0 464-5
R2 473-2 473-2 463-5
R1 467-4 467-4 462-6 465-1
PP 462-6 462-6 462-6 461-4
S1 457-0 457-0 460-6 454-5
S2 452-2 452-2 459-7
S3 441-6 446-4 458-7
S4 431-2 436-0 456-0
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 6.1% 14-0 3.0% 35% False False 34,622
10 488-0 452-0 36-0 7.8% 12-3 2.7% 27% False False 31,617
20 516-0 452-0 64-0 13.9% 12-7 2.8% 15% False False 36,414
40 584-4 452-0 132-4 28.7% 13-0 2.8% 7% False False 34,797
60 602-4 452-0 150-4 32.6% 13-0 2.8% 6% False False 29,104
80 723-4 452-0 271-4 58.8% 13-0 2.8% 4% False False 26,179
100 723-4 452-0 271-4 58.8% 12-5 2.7% 4% False False 22,738
120 723-4 452-0 271-4 58.8% 12-0 2.6% 4% False False 20,027
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 True
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 513-1
2.618 496-0
1.618 485-4
1.000 479-0
0.618 475-0
HIGH 468-4
0.618 464-4
0.500 463-2
0.382 462-0
LOW 458-0
0.618 451-4
1.000 447-4
1.618 441-0
2.618 430-4
4.250 413-3
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 463-2 468-4
PP 462-6 466-2
S1 462-2 464-0

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.