CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 497-0 517-0 20-0 4.0% 442-4
High 514-0 527-4 13-4 2.6% 481-4
Low 490-0 506-0 16-0 3.3% 441-0
Close 511-2 513-0 1-6 0.3% 468-0
Range 24-0 21-4 -2-4 -10.4% 40-4
ATR 16-2 16-5 0-3 2.3% 0-0
Volume 38,270 56,271 18,001 47.0% 192,230
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 580-0 568-0 524-7
R3 558-4 546-4 518-7
R2 537-0 537-0 517-0
R1 525-0 525-0 515-0 520-2
PP 515-4 515-4 515-4 513-1
S1 503-4 503-4 511-0 498-6
S2 494-0 494-0 509-0
S3 472-4 482-0 507-1
S4 451-0 460-4 501-1
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
5 527-4 461-0 66-4 13.0% 18-6 3.6% 78% True False 44,239
10 527-4 440-0 87-4 17.1% 14-7 2.9% 83% True False 39,313
20 527-4 439-0 88-4 17.3% 14-5 2.8% 84% True False 36,901
40 527-4 439-0 88-4 17.3% 14-0 2.7% 84% True False 36,679
60 584-4 439-0 145-4 28.4% 13-5 2.6% 51% False False 35,196
80 606-0 439-0 167-0 32.6% 13-3 2.6% 44% False False 30,826
100 723-4 439-0 284-4 55.5% 13-3 2.6% 26% False False 28,152
120 723-4 439-0 284-4 55.5% 13-1 2.6% 26% False False 24,861
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 618-7
2.618 583-6
1.618 562-2
1.000 549-0
0.618 540-6
HIGH 527-4
0.618 519-2
0.500 516-6
0.382 514-2
LOW 506-0
0.618 492-6
1.000 484-4
1.618 471-2
2.618 449-6
4.250 414-5
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 516-6 509-2
PP 515-4 505-4
S1 514-2 501-6

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.