CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 507-0 516-0 9-0 1.8% 477-4
High 521-0 526-0 5-0 1.0% 527-4
Low 504-6 509-0 4-2 0.8% 476-0
Close 517-6 517-4 -0-2 0.0% 498-6
Range 16-2 17-0 0-6 4.6% 51-4
ATR 16-3 16-4 0-0 0.3% 0-0
Volume 25,743 41,029 15,286 59.4% 228,595
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 568-4 560-0 526-7
R3 551-4 543-0 522-1
R2 534-4 534-4 520-5
R1 526-0 526-0 519-0 530-2
PP 517-4 517-4 517-4 519-5
S1 509-0 509-0 516-0 513-2
S2 500-4 500-4 514-3
S3 483-4 492-0 512-7
S4 466-4 475-0 508-1
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
5 527-4 496-0 31-4 6.1% 15-4 3.0% 68% False False 43,693
10 527-4 455-2 72-2 14.0% 15-7 3.1% 86% False False 43,018
20 527-4 439-0 88-4 17.1% 15-5 3.0% 89% False False 39,864
40 527-4 439-0 88-4 17.1% 14-1 2.7% 89% False False 37,223
60 584-4 439-0 145-4 28.1% 13-4 2.6% 54% False False 36,686
80 592-0 439-0 153-0 29.6% 13-5 2.6% 51% False False 31,775
100 723-4 439-0 284-4 55.0% 13-3 2.6% 28% False False 29,229
120 723-4 439-0 284-4 55.0% 13-2 2.6% 28% False False 25,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 598-2
2.618 570-4
1.618 553-4
1.000 543-0
0.618 536-4
HIGH 526-0
0.618 519-4
0.500 517-4
0.382 515-4
LOW 509-0
0.618 498-4
1.000 492-0
1.618 481-4
2.618 464-4
4.250 436-6
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 517-4 515-3
PP 517-4 513-1
S1 517-4 511-0

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

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