CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 517-0 512-0 -5-0 -1.0% 442-4
High 527-4 512-0 -15-4 -2.9% 481-4
Low 506-0 499-0 -7-0 -1.4% 441-0
Close 513-0 505-0 -8-0 -1.6% 468-0
Range 21-4 13-0 -8-4 -39.5% 40-4
ATR 16-5 16-3 -0-1 -1.1% 0-0
Volume 56,271 55,673 -598 -1.1% 192,230
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 544-3 537-5 512-1
R3 531-3 524-5 508-5
R2 518-3 518-3 507-3
R1 511-5 511-5 506-2 508-4
PP 505-3 505-3 505-3 503-6
S1 498-5 498-5 503-6 495-4
S2 492-3 492-3 502-5
S3 479-3 485-5 501-3
S4 466-3 472-5 497-7
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 13.2% 18-0 3.6% 66% False False 50,094
10 527-4 440-0 87-4 17.3% 15-4 3.1% 74% False False 40,702
20 527-4 439-0 88-4 17.5% 14-6 2.9% 75% False False 38,100
40 527-4 439-0 88-4 17.5% 13-6 2.7% 75% False False 37,257
60 584-4 439-0 145-4 28.8% 13-4 2.7% 45% False False 35,898
80 602-4 439-0 163-4 32.4% 13-3 2.7% 40% False False 31,353
100 723-4 439-0 284-4 56.3% 13-3 2.6% 23% False False 28,563
120 723-4 439-0 284-4 56.3% 13-0 2.6% 23% False False 25,298
Crabel Price Patterns
NR True
NR4 True
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 3-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 567-2
2.618 546-0
1.618 533-0
1.000 525-0
0.618 520-0
HIGH 512-0
0.618 507-0
0.500 505-4
0.382 504-0
LOW 499-0
0.618 491-0
1.000 486-0
1.618 478-0
2.618 465-0
4.250 443-6
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 505-4 508-6
PP 505-3 507-4
S1 505-1 506-2

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

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