CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 557-0 524-0 -33-0 -5.9% 507-0
High 558-0 525-0 -33-0 -5.9% 573-0
Low 526-0 501-4 -24-4 -4.7% 504-6
Close 527-0 503-2 -23-6 -4.5% 547-6
Range 32-0 23-4 -8-4 -26.6% 68-2
ATR 18-6 19-2 0-4 2.5% 0-0
Volume 76,800 70,143 -6,657 -8.7% 220,809
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 580-3 565-3 516-1
R3 556-7 541-7 509-6
R2 533-3 533-3 507-4
R1 518-3 518-3 505-3 514-1
PP 509-7 509-7 509-7 507-6
S1 494-7 494-7 501-1 490-5
S2 486-3 486-3 499-0
S3 462-7 471-3 496-6
S4 439-3 447-7 490-3
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
5 573-0 501-4 71-4 14.2% 24-2 4.8% 2% False True 60,196
10 573-0 496-0 77-0 15.3% 19-7 4.0% 9% False False 51,944
20 573-0 439-0 134-0 26.6% 17-3 3.4% 48% False False 44,485
40 573-0 439-0 134-0 26.6% 15-0 3.0% 48% False False 39,394
60 577-0 439-0 138-0 27.4% 14-4 2.9% 47% False False 40,231
80 584-4 439-0 145-4 28.9% 14-3 2.9% 44% False False 34,607
100 670-0 439-0 231-0 45.9% 13-6 2.7% 28% False False 31,188
120 723-4 439-0 284-4 56.5% 13-6 2.7% 23% False False 28,225
Crabel Price Patterns
NR True
NR4 False
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 3-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 624-7
2.618 586-4
1.618 563-0
1.000 548-4
0.618 539-4
HIGH 525-0
0.618 516-0
0.500 513-2
0.382 510-4
LOW 501-4
0.618 487-0
1.000 478-0
1.618 463-4
2.618 440-0
4.250 401-5
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 513-2 537-2
PP 509-7 525-7
S1 506-5 514-5

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

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