CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 561-0 557-0 -4-0 -0.7% 507-0
High 573-0 558-0 -15-0 -2.6% 573-0
Low 547-0 526-0 -21-0 -3.8% 504-6
Close 547-6 527-0 -20-6 -3.8% 547-6
Range 26-0 32-0 6-0 23.1% 68-2
ATR 17-6 18-6 1-0 5.7% 0-0
Volume 53,245 76,800 23,555 44.2% 220,809
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 633-0 612-0 544-5
R3 601-0 580-0 535-6
R2 569-0 569-0 532-7
R1 548-0 548-0 529-7 542-4
PP 537-0 537-0 537-0 534-2
S1 516-0 516-0 524-1 510-4
S2 505-0 505-0 521-1
S3 473-0 484-0 518-2
S4 441-0 452-0 509-3
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
5 573-0 509-0 64-0 12.1% 23-0 4.4% 28% False False 54,373
10 573-0 490-0 83-0 15.7% 20-0 3.8% 45% False False 48,757
20 573-0 439-0 134-0 25.4% 16-7 3.2% 66% False False 42,498
40 573-0 439-0 134-0 25.4% 15-0 2.8% 66% False False 38,813
60 584-4 439-0 145-4 27.6% 14-3 2.7% 60% False False 39,373
80 584-4 439-0 145-4 27.6% 14-1 2.7% 60% False False 33,880
100 682-0 439-0 243-0 46.1% 13-5 2.6% 36% False False 30,630
120 723-4 439-0 284-4 54.0% 13-5 2.6% 31% False False 27,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-1
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 694-0
2.618 641-6
1.618 609-6
1.000 590-0
0.618 577-6
HIGH 558-0
0.618 545-6
0.500 542-0
0.382 538-2
LOW 526-0
0.618 506-2
1.000 494-0
1.618 474-2
2.618 442-2
4.250 390-0
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 542-0 549-4
PP 537-0 542-0
S1 532-0 534-4

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

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