CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 524-0 516-4 -7-4 -1.4% 557-0
High 527-0 519-2 -7-6 -1.5% 558-0
Low 507-4 511-4 4-0 0.8% 489-0
Close 521-0 512-2 -8-6 -1.7% 494-2
Range 19-4 7-6 -11-6 -60.3% 69-0
ATR 18-4 17-7 -0-5 -3.5% 0-0
Volume 39,810 47,229 7,419 18.6% 297,206
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 537-5 532-5 516-4
R3 529-7 524-7 514-3
R2 522-1 522-1 513-5
R1 517-1 517-1 513-0 515-6
PP 514-3 514-3 514-3 513-5
S1 509-3 509-3 511-4 508-0
S2 506-5 506-5 510-7
S3 498-7 501-5 510-1
S4 491-1 493-7 508-0
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
5 527-0 489-0 38-0 7.4% 14-6 2.9% 61% False False 47,995
10 573-0 489-0 84-0 16.4% 17-6 3.5% 28% False False 54,239
20 573-0 461-0 112-0 21.9% 17-4 3.4% 46% False False 50,008
40 573-0 439-0 134-0 26.2% 15-5 3.0% 55% False False 42,120
60 573-0 439-0 134-0 26.2% 14-4 2.8% 55% False False 40,401
80 584-4 439-0 145-4 28.4% 14-3 2.8% 50% False False 37,235
100 626-0 439-0 187-0 36.5% 13-6 2.7% 39% False False 33,400
120 723-4 439-0 284-4 55.5% 13-6 2.7% 26% False False 30,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 552-2
2.618 539-4
1.618 531-6
1.000 527-0
0.618 524-0
HIGH 519-2
0.618 516-2
0.500 515-3
0.382 514-4
LOW 511-4
0.618 506-6
1.000 503-6
1.618 499-0
2.618 491-2
4.250 478-4
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 515-3 516-2
PP 514-3 514-7
S1 513-2 513-5

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

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