CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 463-4 451-4 -12-0 -2.6% 459-0
High 463-4 468-6 5-2 1.1% 480-0
Low 453-0 451-0 -2-0 -0.4% 452-0
Close 455-6 460-0 4-2 0.9% 457-2
Range 10-4 17-6 7-2 69.0% 28-0
ATR 13-0 13-3 0-3 2.6% 0-0
Volume 26,199 31,349 5,150 19.7% 173,110
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 513-1 504-3 469-6
R3 495-3 486-5 464-7
R2 477-5 477-5 463-2
R1 468-7 468-7 461-5 473-2
PP 459-7 459-7 459-7 462-1
S1 451-1 451-1 458-3 455-4
S2 442-1 442-1 456-6
S3 424-3 433-3 455-1
S4 406-5 415-5 450-2
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
5 468-6 451-0 17-6 3.9% 10-4 2.3% 51% True True 26,858
10 480-0 451-0 29-0 6.3% 12-0 2.6% 31% False True 30,658
20 510-0 451-0 59-0 12.8% 12-3 2.7% 15% False True 33,865
40 584-4 451-0 133-4 29.0% 12-5 2.7% 7% False True 35,579
60 584-4 451-0 133-4 29.0% 13-1 2.8% 7% False True 29,428
80 720-0 451-0 269-0 58.5% 12-6 2.8% 3% False True 26,756
100 723-4 451-0 272-4 59.2% 12-6 2.8% 3% False True 23,463
120 723-4 451-0 272-4 59.2% 12-0 2.6% 3% False True 20,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 544-2
2.618 515-2
1.618 497-4
1.000 486-4
0.618 479-6
HIGH 468-6
0.618 462-0
0.500 459-7
0.382 457-6
LOW 451-0
0.618 440-0
1.000 433-2
1.618 422-2
2.618 404-4
4.250 375-4
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 460-0 460-0
PP 459-7 459-7
S1 459-7 459-7

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.