CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 497-0 506-0 9-0 1.8% 557-0
High 517-0 520-0 3-0 0.6% 558-0
Low 496-0 505-4 9-4 1.9% 489-0
Close 516-6 515-6 -1-0 -0.2% 494-2
Range 21-0 14-4 -6-4 -31.0% 69-0
ATR 18-6 18-3 -0-2 -1.6% 0-0
Volume 48,361 56,540 8,179 16.9% 297,206
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 557-2 551-0 523-6
R3 542-6 536-4 519-6
R2 528-2 528-2 518-3
R1 522-0 522-0 517-1 525-1
PP 513-6 513-6 513-6 515-2
S1 507-4 507-4 514-3 510-5
S2 499-2 499-2 513-1
S3 484-6 493-0 511-6
S4 470-2 478-4 507-6
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
5 520-0 489-0 31-0 6.0% 13-6 2.7% 86% True False 51,032
10 573-0 489-0 84-0 16.3% 19-0 3.7% 32% False False 55,614
20 573-0 455-2 117-6 22.8% 17-4 3.4% 51% False False 49,316
40 573-0 439-0 134-0 26.0% 15-3 3.0% 57% False False 41,509
60 573-0 439-0 134-0 26.0% 14-3 2.8% 57% False False 40,675
80 584-4 439-0 145-4 28.2% 14-4 2.8% 53% False False 36,692
100 638-0 439-0 199-0 38.6% 13-6 2.7% 39% False False 32,801
120 723-4 439-0 284-4 55.2% 13-6 2.7% 27% False False 29,914
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 581-5
2.618 558-0
1.618 543-4
1.000 534-4
0.618 529-0
HIGH 520-0
0.618 514-4
0.500 512-6
0.382 511-0
LOW 505-4
0.618 496-4
1.000 491-0
1.618 482-0
2.618 467-4
4.250 443-7
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 514-6 512-0
PP 513-6 508-2
S1 512-6 504-4

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

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