CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 543-0 561-0 18-0 3.3% 507-0
High 555-0 573-0 18-0 3.2% 573-0
Low 541-0 547-0 6-0 1.1% 504-6
Close 551-6 547-6 -4-0 -0.7% 547-6
Range 14-0 26-0 12-0 85.7% 68-2
ATR 17-1 17-6 0-5 3.7% 0-0
Volume 55,443 53,245 -2,198 -4.0% 220,809
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 633-7 616-7 562-0
R3 607-7 590-7 554-7
R2 581-7 581-7 552-4
R1 564-7 564-7 550-1 560-3
PP 555-7 555-7 555-7 553-6
S1 538-7 538-7 545-3 534-3
S2 529-7 529-7 543-0
S3 503-7 512-7 540-5
S4 477-7 486-7 533-4
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 746-5 715-3 585-2
R3 678-3 647-1 566-4
R2 610-1 610-1 560-2
R1 578-7 578-7 554-0 594-4
PP 541-7 541-7 541-7 549-5
S1 510-5 510-5 541-4 526-2
S2 473-5 473-5 535-2
S3 405-3 442-3 529-0
S4 337-1 374-1 510-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573-0 504-6 68-2 12.5% 19-7 3.6% 63% True False 44,161
10 573-0 476-0 97-0 17.7% 18-6 3.4% 74% True False 44,940
20 573-0 439-0 134-0 24.5% 15-6 2.9% 81% True False 41,696
40 573-0 439-0 134-0 24.5% 14-5 2.7% 81% True False 37,818
60 584-4 439-0 145-4 26.6% 14-1 2.6% 75% False False 38,520
80 584-4 439-0 145-4 26.6% 13-7 2.5% 75% False False 33,123
100 693-4 439-0 254-4 46.5% 13-3 2.4% 43% False False 30,157
120 723-4 439-0 284-4 51.9% 13-3 2.4% 38% False False 27,066
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 4-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 683-4
2.618 641-1
1.618 615-1
1.000 599-0
0.618 589-1
HIGH 573-0
0.618 563-1
0.500 560-0
0.382 556-7
LOW 547-0
0.618 530-7
1.000 521-0
1.618 504-7
2.618 478-7
4.250 436-4
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 560-0 547-4
PP 555-7 547-2
S1 551-7 547-0

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

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