CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 450-4 448-0 -2-4 -0.6% 458-0
High 454-0 453-2 -0-6 -0.2% 459-0
Low 447-0 440-0 -7-0 -1.6% 439-0
Close 452-6 441-2 -11-4 -2.5% 441-2
Range 7-0 13-2 6-2 89.3% 20-0
ATR 14-4 14-3 -0-1 -0.6% 0-0
Volume 41,782 25,947 -15,835 -37.9% 192,302
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 484-5 476-1 448-4
R3 471-3 462-7 444-7
R2 458-1 458-1 443-5
R1 449-5 449-5 442-4 447-2
PP 444-7 444-7 444-7 443-5
S1 436-3 436-3 440-0 434-0
S2 431-5 431-5 438-7
S3 418-3 423-1 437-5
S4 405-1 409-7 434-0
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 506-3 493-7 452-2
R3 486-3 473-7 446-6
R2 466-3 466-3 444-7
R1 453-7 453-7 443-1 450-1
PP 446-3 446-3 446-3 444-4
S1 433-7 433-7 439-3 430-1
S2 426-3 426-3 437-5
S3 406-3 413-7 435-6
S4 386-3 393-7 430-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 459-0 439-0 20-0 4.5% 12-5 2.9% 11% False False 38,460
10 474-0 439-0 35-0 7.9% 14-3 3.3% 6% False False 35,593
20 480-0 439-0 41-0 9.3% 13-2 3.0% 5% False False 33,517
40 530-0 439-0 91-0 20.6% 12-6 2.9% 2% False False 37,446
60 584-4 439-0 145-4 33.0% 13-5 3.1% 2% False False 32,236
80 660-0 439-0 221-0 50.1% 12-6 2.9% 1% False False 28,382
100 723-4 439-0 284-4 64.5% 13-0 2.9% 1% False False 25,658
120 723-4 439-0 284-4 64.5% 12-2 2.8% 1% False False 22,546
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 509-4
2.618 488-0
1.618 474-6
1.000 466-4
0.618 461-4
HIGH 453-2
0.618 448-2
0.500 446-5
0.382 445-0
LOW 440-0
0.618 431-6
1.000 426-6
1.618 418-4
2.618 405-2
4.250 383-6
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 446-5 449-0
PP 444-7 446-3
S1 443-0 443-7

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

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