CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 502-0 495-0 -7-0 -1.4% 557-0
High 510-2 500-0 -10-2 -2.0% 558-0
Low 502-0 489-0 -13-0 -2.6% 489-0
Close 503-6 494-2 -9-4 -1.9% 494-2
Range 8-2 11-0 2-6 33.3% 69-0
ATR 18-5 18-3 -0-2 -1.5% 0-0
Volume 45,955 48,038 2,083 4.5% 297,206
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 527-3 521-7 500-2
R3 516-3 510-7 497-2
R2 505-3 505-3 496-2
R1 499-7 499-7 495-2 497-1
PP 494-3 494-3 494-3 493-0
S1 488-7 488-7 493-2 486-1
S2 483-3 483-3 492-2
S3 472-3 477-7 491-2
S4 461-3 466-7 488-2
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 720-6 676-4 532-2
R3 651-6 607-4 513-2
R2 582-6 582-6 506-7
R1 538-4 538-4 500-5 526-1
PP 513-6 513-6 513-6 507-4
S1 469-4 469-4 487-7 457-1
S2 444-6 444-6 481-5
S3 375-6 400-4 475-2
S4 306-6 331-4 456-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 558-0 489-0 69-0 14.0% 17-6 3.6% 8% False True 59,441
10 573-0 489-0 84-0 17.0% 18-6 3.8% 6% False True 51,801
20 573-0 441-0 132-0 26.7% 17-0 3.4% 40% False False 46,942
40 573-0 439-0 134-0 27.1% 15-1 3.1% 41% False False 40,229
60 573-0 439-0 134-0 27.1% 14-2 2.9% 41% False False 40,611
80 584-4 439-0 145-4 29.4% 14-4 2.9% 38% False False 35,912
100 660-0 439-0 221-0 44.7% 13-5 2.8% 25% False False 32,094
120 723-4 439-0 284-4 57.6% 13-5 2.8% 19% False False 29,206
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 3-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 546-6
2.618 528-6
1.618 517-6
1.000 511-0
0.618 506-6
HIGH 500-0
0.618 495-6
0.500 494-4
0.382 493-2
LOW 489-0
0.618 482-2
1.000 478-0
1.618 471-2
2.618 460-2
4.250 442-2
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 494-4 499-5
PP 494-3 497-7
S1 494-3 496-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.