CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 459-0 445-0 -14-0 -3.1% 453-0
High 459-0 459-0 0-0 0.0% 474-0
Low 444-0 439-0 -5-0 -1.1% 448-0
Close 447-4 457-4 10-0 2.2% 449-6
Range 15-0 20-0 5-0 33.3% 26-0
ATR 14-3 14-6 0-3 2.8% 0-0
Volume 30,401 33,411 3,010 9.9% 163,631
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 511-7 504-5 468-4
R3 491-7 484-5 463-0
R2 471-7 471-7 461-1
R1 464-5 464-5 459-3 468-2
PP 451-7 451-7 451-7 453-5
S1 444-5 444-5 455-5 448-2
S2 431-7 431-7 453-7
S3 411-7 424-5 452-0
S4 391-7 404-5 446-4
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
5 474-0 439-0 35-0 7.7% 17-7 3.9% 53% False True 42,121
10 474-0 439-0 35-0 7.7% 14-2 3.1% 53% False True 34,490
20 490-0 439-0 51-0 11.1% 13-1 2.9% 36% False True 33,447
40 570-4 439-0 131-4 28.7% 13-2 2.9% 14% False True 37,273
60 584-4 439-0 145-4 31.8% 13-4 2.9% 13% False True 31,677
80 670-0 439-0 231-0 50.5% 12-7 2.8% 8% False True 28,064
100 723-4 439-0 284-4 62.2% 13-0 2.8% 7% False True 25,185
120 723-4 439-0 284-4 62.2% 12-2 2.7% 7% False True 22,083
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 544-0
2.618 511-3
1.618 491-3
1.000 479-0
0.618 471-3
HIGH 459-0
0.618 451-3
0.500 449-0
0.382 446-5
LOW 439-0
0.618 426-5
1.000 419-0
1.618 406-5
2.618 386-5
4.250 354-0
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 454-5 454-5
PP 451-7 451-7
S1 449-0 449-0

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

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