CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 477-4 497-0 19-4 4.1% 442-4
High 495-4 514-0 18-4 3.7% 481-4
Low 476-0 490-0 14-0 2.9% 441-0
Close 494-2 511-2 17-0 3.4% 468-0
Range 19-4 24-0 4-4 23.1% 40-4
ATR 15-5 16-2 0-5 3.8% 0-0
Volume 38,632 38,270 -362 -0.9% 192,230
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 577-1 568-1 524-4
R3 553-1 544-1 517-7
R2 529-1 529-1 515-5
R1 520-1 520-1 513-4 524-5
PP 505-1 505-1 505-1 507-2
S1 496-1 496-1 509-0 500-5
S2 481-1 481-1 506-7
S3 457-1 472-1 504-5
S4 433-1 448-1 498-0
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 585-0 567-0 490-2
R3 544-4 526-4 479-1
R2 504-0 504-0 475-3
R1 486-0 486-0 471-6 495-0
PP 463-4 463-4 463-4 468-0
S1 445-4 445-4 464-2 454-4
S2 423-0 423-0 460-5
S3 382-4 405-0 456-7
S4 342-0 364-4 445-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 514-0 455-2 58-6 11.5% 16-1 3.2% 95% True False 42,343
10 514-0 439-0 75-0 14.7% 14-6 2.9% 96% True False 37,027
20 514-0 439-0 75-0 14.7% 14-0 2.7% 96% True False 36,663
40 516-0 439-0 77-0 15.1% 13-5 2.7% 94% False False 36,096
60 584-4 439-0 145-4 28.5% 13-3 2.6% 50% False False 34,425
80 606-0 439-0 167-0 32.7% 13-1 2.6% 43% False False 30,332
100 723-4 439-0 284-4 55.6% 13-2 2.6% 25% False False 27,722
120 723-4 439-0 284-4 55.6% 12-7 2.5% 25% False False 24,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 616-0
2.618 576-7
1.618 552-7
1.000 538-0
0.618 528-7
HIGH 514-0
0.618 504-7
0.500 502-0
0.382 499-1
LOW 490-0
0.618 475-1
1.000 466-0
1.618 451-1
2.618 427-1
4.250 388-0
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 508-1 503-3
PP 505-1 495-3
S1 502-0 487-4

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

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