CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 512-0 506-0 -6-0 -1.2% 477-4
High 512-0 506-0 -6-0 -1.2% 527-4
Low 499-0 496-0 -3-0 -0.6% 476-0
Close 505-0 498-6 -6-2 -1.2% 498-6
Range 13-0 10-0 -3-0 -23.1% 51-4
ATR 16-3 16-0 -0-4 -2.8% 0-0
Volume 55,673 39,749 -15,924 -28.6% 228,595
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 530-2 524-4 504-2
R3 520-2 514-4 501-4
R2 510-2 510-2 500-5
R1 504-4 504-4 499-5 502-3
PP 500-2 500-2 500-2 499-2
S1 494-4 494-4 497-7 492-3
S2 490-2 490-2 496-7
S3 480-2 484-4 496-0
S4 470-2 474-4 493-2
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 655-2 628-4 527-1
R3 603-6 577-0 512-7
R2 552-2 552-2 508-2
R1 525-4 525-4 503-4 538-7
PP 500-6 500-6 500-6 507-4
S1 474-0 474-0 494-0 487-3
S2 449-2 449-2 489-2
S3 397-6 422-4 484-5
S4 346-2 371-0 470-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 527-4 476-0 51-4 10.3% 17-5 3.5% 44% False False 45,719
10 527-4 441-0 86-4 17.3% 15-2 3.0% 67% False False 42,082
20 527-4 439-0 88-4 17.7% 14-6 3.0% 68% False False 38,837
40 527-4 439-0 88-4 17.7% 13-7 2.8% 68% False False 37,047
60 584-4 439-0 145-4 29.2% 13-3 2.7% 41% False False 36,090
80 592-0 439-0 153-0 30.7% 13-3 2.7% 39% False False 31,462
100 723-4 439-0 284-4 57.0% 13-3 2.7% 21% False False 28,873
120 723-4 439-0 284-4 57.0% 13-1 2.6% 21% False False 25,536
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 548-4
2.618 532-1
1.618 522-1
1.000 516-0
0.618 512-1
HIGH 506-0
0.618 502-1
0.500 501-0
0.382 499-7
LOW 496-0
0.618 489-7
1.000 486-0
1.618 479-7
2.618 469-7
4.250 453-4
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 501-0 511-6
PP 500-2 507-3
S1 499-4 503-1

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

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