CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 506-0 507-0 1-0 0.2% 477-4
High 506-0 521-0 15-0 3.0% 527-4
Low 496-0 504-6 8-6 1.8% 476-0
Close 498-6 517-6 19-0 3.8% 498-6
Range 10-0 16-2 6-2 62.5% 51-4
ATR 16-0 16-3 0-4 2.8% 0-0
Volume 39,749 25,743 -14,006 -35.2% 228,595
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 563-2 556-6 526-6
R3 547-0 540-4 522-2
R2 530-6 530-6 520-6
R1 524-2 524-2 519-2 527-4
PP 514-4 514-4 514-4 516-1
S1 508-0 508-0 516-2 511-2
S2 498-2 498-2 514-6
S3 482-0 491-6 513-2
S4 465-6 475-4 508-6
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
5 527-4 490-0 37-4 7.2% 17-0 3.3% 74% False False 43,141
10 527-4 454-0 73-4 14.2% 15-6 3.1% 87% False False 41,909
20 527-4 439-0 88-4 17.1% 15-2 3.0% 89% False False 39,122
40 527-4 439-0 88-4 17.1% 14-0 2.7% 89% False False 37,163
60 584-4 439-0 145-4 28.1% 13-3 2.6% 54% False False 36,215
80 592-0 439-0 153-0 29.6% 13-4 2.6% 51% False False 31,430
100 723-4 439-0 284-4 54.9% 13-2 2.6% 28% False False 29,005
120 723-4 439-0 284-4 54.9% 13-2 2.6% 28% False False 25,698
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 3-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 590-0
2.618 563-4
1.618 547-2
1.000 537-2
0.618 531-0
HIGH 521-0
0.618 514-6
0.500 512-7
0.382 511-0
LOW 504-6
0.618 494-6
1.000 488-4
1.618 478-4
2.618 462-2
4.250 435-6
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 516-1 514-5
PP 514-4 511-5
S1 512-7 508-4

Download as Excel Spreadsheet

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

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