CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 453-0 463-4 10-4 2.3% 459-0
High 459-0 463-4 4-4 1.0% 480-0
Low 453-0 453-0 0-0 0.0% 452-0
Close 456-0 455-6 -0-2 -0.1% 457-2
Range 6-0 10-4 4-4 75.0% 28-0
ATR 13-1 13-0 -0-2 -1.4% 0-0
Volume 20,047 26,199 6,152 30.7% 173,110
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 488-7 482-7 461-4
R3 478-3 472-3 458-5
R2 467-7 467-7 457-5
R1 461-7 461-7 456-6 459-5
PP 457-3 457-3 457-3 456-2
S1 451-3 451-3 454-6 449-1
S2 446-7 446-7 453-7
S3 436-3 440-7 452-7
S4 425-7 430-3 450-0
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
5 468-4 453-0 15-4 3.4% 9-2 2.0% 18% False True 30,891
10 480-0 452-0 28-0 6.1% 11-1 2.4% 13% False False 30,693
20 516-0 452-0 64-0 14.0% 12-5 2.8% 6% False False 34,583
40 584-4 452-0 132-4 29.1% 12-4 2.7% 3% False False 35,098
60 592-0 452-0 140-0 30.7% 13-0 2.9% 3% False False 29,079
80 723-4 452-0 271-4 59.6% 12-7 2.8% 1% False False 26,570
100 723-4 452-0 271-4 59.6% 12-6 2.8% 1% False False 23,219
120 723-4 452-0 271-4 59.6% 12-0 2.6% 1% False False 20,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 508-1
2.618 491-0
1.618 480-4
1.000 474-0
0.618 470-0
HIGH 463-4
0.618 459-4
0.500 458-2
0.382 457-0
LOW 453-0
0.618 446-4
1.000 442-4
1.618 436-0
2.618 425-4
4.250 408-3
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 458-2 459-0
PP 457-3 457-7
S1 456-5 456-7

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

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