CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 521-0 543-0 22-0 4.2% 477-4
High 547-0 555-0 8-0 1.5% 527-4
Low 521-0 541-0 20-0 3.8% 476-0
Close 542-4 551-6 9-2 1.7% 498-6
Range 26-0 14-0 -12-0 -46.2% 51-4
ATR 17-3 17-1 -0-2 -1.4% 0-0
Volume 45,349 55,443 10,094 22.3% 228,595
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 591-2 585-4 559-4
R3 577-2 571-4 555-5
R2 563-2 563-2 554-3
R1 557-4 557-4 553-0 560-3
PP 549-2 549-2 549-2 550-6
S1 543-4 543-4 550-4 546-3
S2 535-2 535-2 549-1
S3 521-2 529-4 547-7
S4 507-2 515-4 544-0
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
5 555-0 496-0 59-0 10.7% 16-5 3.0% 94% True False 41,462
10 555-0 461-0 94-0 17.0% 17-3 3.1% 97% True False 45,778
20 555-0 439-0 116-0 21.0% 15-6 2.9% 97% True False 41,344
40 555-0 439-0 116-0 21.0% 14-3 2.6% 97% True False 37,386
60 584-4 439-0 145-4 26.4% 13-7 2.5% 77% False False 37,891
80 584-4 439-0 145-4 26.4% 13-6 2.5% 77% False False 32,737
100 704-0 439-0 265-0 48.0% 13-4 2.4% 43% False False 29,868
120 723-4 439-0 284-4 51.6% 13-2 2.4% 40% False False 26,674
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 3-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 614-4
2.618 591-5
1.618 577-5
1.000 569-0
0.618 563-5
HIGH 555-0
0.618 549-5
0.500 548-0
0.382 546-3
LOW 541-0
0.618 532-3
1.000 527-0
1.618 518-3
2.618 504-3
4.250 481-4
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 550-4 545-1
PP 549-2 538-5
S1 548-0 532-0

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

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