CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 472-4 458-0 -14-4 -3.1% 453-0
High 474-0 459-0 -15-0 -3.2% 474-0
Low 448-0 451-0 3-0 0.7% 448-0
Close 449-6 455-6 6-0 1.3% 449-6
Range 26-0 8-0 -18-0 -69.2% 26-0
ATR 14-6 14-3 -0-3 -2.6% 0-0
Volume 46,192 60,761 14,569 31.5% 163,631
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 479-2 475-4 460-1
R3 471-2 467-4 458-0
R2 463-2 463-2 457-2
R1 459-4 459-4 456-4 457-3
PP 455-2 455-2 455-2 454-2
S1 451-4 451-4 455-0 449-3
S2 447-2 447-2 454-2
S3 439-2 443-4 453-4
S4 431-2 435-4 451-3
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 535-2 518-4 464-0
R3 509-2 492-4 456-7
R2 483-2 483-2 454-4
R1 466-4 466-4 452-1 461-7
PP 457-2 457-2 457-2 455-0
S1 440-4 440-4 447-3 435-7
S2 431-2 431-2 445-0
S3 405-2 414-4 442-5
S4 379-2 388-4 435-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474-0 448-0 26-0 5.7% 16-4 3.6% 30% False False 40,869
10 480-0 448-0 32-0 7.0% 14-1 3.1% 24% False False 35,855
20 501-4 448-0 53-4 11.7% 13-0 2.9% 14% False False 35,128
40 584-4 448-0 136-4 30.0% 13-1 2.9% 6% False False 37,810
60 584-4 448-0 136-4 30.0% 13-2 2.9% 6% False False 31,007
80 682-0 448-0 234-0 51.3% 12-6 2.8% 3% False False 27,663
100 723-4 448-0 275-4 60.4% 12-7 2.8% 3% False False 24,692
120 723-4 448-0 275-4 60.4% 12-1 2.7% 3% False False 21,703
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 493-0
2.618 480-0
1.618 472-0
1.000 467-0
0.618 464-0
HIGH 459-0
0.618 456-0
0.500 455-0
0.382 454-0
LOW 451-0
0.618 446-0
1.000 443-0
1.618 438-0
2.618 430-0
4.250 417-0
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 455-4 461-0
PP 455-2 459-2
S1 455-0 457-4

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

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