CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 524-0 495-4 -28-4 -5.4% 507-0
High 525-0 508-0 -17-0 -3.2% 573-0
Low 501-4 494-0 -7-4 -1.5% 504-6
Close 503-2 494-6 -8-4 -1.7% 547-6
Range 23-4 14-0 -9-4 -40.4% 68-2
ATR 19-2 18-7 -0-3 -2.0% 0-0
Volume 70,143 56,270 -13,873 -19.8% 220,809
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 540-7 531-7 502-4
R3 526-7 517-7 498-5
R2 512-7 512-7 497-3
R1 503-7 503-7 496-0 501-3
PP 498-7 498-7 498-7 497-6
S1 489-7 489-7 493-4 487-3
S2 484-7 484-7 492-1
S3 470-7 475-7 490-7
S4 456-7 461-7 487-0
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
5 573-0 494-0 79-0 16.0% 21-7 4.4% 1% False True 62,380
10 573-0 494-0 79-0 16.0% 19-1 3.9% 1% False True 51,944
20 573-0 440-0 133-0 26.9% 17-0 3.4% 41% False False 45,628
40 573-0 439-0 134-0 27.1% 15-1 3.1% 42% False False 39,538
60 573-0 439-0 134-0 27.1% 14-4 2.9% 42% False False 40,058
80 584-4 439-0 145-4 29.4% 14-3 2.9% 38% False False 35,165
100 670-0 439-0 231-0 46.7% 13-6 2.8% 24% False False 31,577
120 723-4 439-0 284-4 57.5% 13-6 2.8% 20% False False 28,592
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 2-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 567-4
2.618 544-5
1.618 530-5
1.000 522-0
0.618 516-5
HIGH 508-0
0.618 502-5
0.500 501-0
0.382 499-3
LOW 494-0
0.618 485-3
1.000 480-0
1.618 471-3
2.618 457-3
4.250 434-4
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 501-0 526-0
PP 498-7 515-5
S1 496-7 505-1

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

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