CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 516-4 511-4 -5-0 -1.0% 497-0
High 519-2 511-4 -7-6 -1.5% 527-0
Low 511-4 496-4 -15-0 -2.9% 496-0
Close 512-2 497-2 -15-0 -2.9% 497-2
Range 7-6 15-0 7-2 93.5% 31-0
ATR 17-7 17-5 -0-1 -0.8% 0-0
Volume 47,229 30,257 -16,972 -35.9% 222,197
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 546-6 537-0 505-4
R3 531-6 522-0 501-3
R2 516-6 516-6 500-0
R1 507-0 507-0 498-5 504-3
PP 501-6 501-6 501-6 500-4
S1 492-0 492-0 495-7 489-3
S2 486-6 486-6 494-4
S3 471-6 477-0 493-1
S4 456-6 462-0 489-0
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 599-6 579-4 514-2
R3 568-6 548-4 505-6
R2 537-6 537-6 502-7
R1 517-4 517-4 500-1 527-5
PP 506-6 506-6 506-6 511-6
S1 486-4 486-4 494-3 496-5
S2 475-6 475-6 491-5
S3 444-6 455-4 488-6
S4 413-6 424-4 480-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 527-0 496-0 31-0 6.2% 15-4 3.1% 4% False False 44,439
10 558-0 489-0 69-0 13.9% 16-5 3.3% 12% False False 51,940
20 573-0 476-0 97-0 19.5% 17-6 3.6% 22% False False 48,440
40 573-0 439-0 134-0 26.9% 15-5 3.1% 43% False False 42,252
60 573-0 439-0 134-0 26.9% 14-4 2.9% 43% False False 40,231
80 584-4 439-0 145-4 29.3% 14-3 2.9% 40% False False 37,371
100 618-4 439-0 179-4 36.1% 13-6 2.8% 32% False False 33,504
120 723-4 439-0 284-4 57.2% 13-6 2.8% 20% False False 30,704
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 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 575-2
2.618 550-6
1.618 535-6
1.000 526-4
0.618 520-6
HIGH 511-4
0.618 505-6
0.500 504-0
0.382 502-2
LOW 496-4
0.618 487-2
1.000 481-4
1.618 472-2
2.618 457-2
4.250 432-6
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 504-0 511-6
PP 501-6 506-7
S1 499-4 502-1

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

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