CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 466-0 459-0 -7-0 -1.5% 459-0
High 468-4 465-0 -3-4 -0.7% 480-0
Low 458-0 457-0 -1-0 -0.2% 452-0
Close 461-6 457-2 -4-4 -1.0% 457-2
Range 10-4 8-0 -2-4 -23.8% 28-0
ATR 14-1 13-6 -0-4 -3.1% 0-0
Volume 31,700 24,999 -6,701 -21.1% 173,110
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 483-6 478-4 461-5
R3 475-6 470-4 459-4
R2 467-6 467-6 458-6
R1 462-4 462-4 458-0 461-1
PP 459-6 459-6 459-6 459-0
S1 454-4 454-4 456-4 453-1
S2 451-6 451-6 455-6
S3 443-6 446-4 455-0
S4 435-6 438-4 452-7
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 547-1 530-1 472-5
R3 519-1 502-1 465-0
R2 491-1 491-1 462-3
R1 474-1 474-1 459-7 468-5
PP 463-1 463-1 463-1 460-2
S1 446-1 446-1 454-5 440-5
S2 435-1 435-1 452-1
S3 407-1 418-1 449-4
S4 379-1 390-1 441-7
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% 12-3 2.7% 19% False False 34,622
10 480-0 452-0 28-0 6.1% 12-0 2.6% 19% False False 31,441
20 516-0 452-0 64-0 14.0% 13-0 2.9% 8% False False 35,258
40 584-4 452-0 132-4 29.0% 12-6 2.8% 4% False False 34,717
60 592-0 452-0 140-0 30.6% 12-7 2.8% 4% False False 29,003
80 723-4 452-0 271-4 59.4% 13-0 2.8% 2% False False 26,382
100 723-4 452-0 271-4 59.4% 12-6 2.8% 2% False False 22,876
120 723-4 452-0 271-4 59.4% 12-0 2.6% 2% False False 20,196
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 499-0
2.618 486-0
1.618 478-0
1.000 473-0
0.618 470-0
HIGH 465-0
0.618 462-0
0.500 461-0
0.382 460-0
LOW 457-0
0.618 452-0
1.000 449-0
1.618 444-0
2.618 436-0
4.250 423-0
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 461-0 462-6
PP 459-6 460-7
S1 458-4 459-1

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

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