CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 511-4 505-4 -6-0 -1.2% 497-0
High 511-4 523-0 11-4 2.2% 527-0
Low 496-4 499-4 3-0 0.6% 496-0
Close 497-2 520-0 22-6 4.6% 497-2
Range 15-0 23-4 8-4 56.7% 31-0
ATR 17-5 18-2 0-5 3.3% 0-0
Volume 30,257 47,550 17,293 57.2% 222,197
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 584-5 575-7 532-7
R3 561-1 552-3 526-4
R2 537-5 537-5 524-2
R1 528-7 528-7 522-1 533-2
PP 514-1 514-1 514-1 516-3
S1 505-3 505-3 517-7 509-6
S2 490-5 490-5 515-6
S3 467-1 481-7 513-4
S4 443-5 458-3 507-1
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
5 527-0 496-4 30-4 5.9% 16-0 3.1% 77% False False 44,277
10 527-0 489-0 38-0 7.3% 15-6 3.0% 82% False False 49,015
20 573-0 489-0 84-0 16.2% 17-7 3.4% 37% False False 48,886
40 573-0 439-0 134-0 25.8% 15-7 3.1% 60% False False 42,467
60 573-0 439-0 134-0 25.8% 14-6 2.8% 60% False False 40,330
80 584-4 439-0 145-4 28.0% 14-4 2.8% 56% False False 37,735
100 618-4 439-0 179-4 34.5% 14-0 2.7% 45% False False 33,781
120 723-4 439-0 284-4 54.7% 13-7 2.7% 28% False False 31,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 622-7
2.618 584-4
1.618 561-0
1.000 546-4
0.618 537-4
HIGH 523-0
0.618 514-0
0.500 511-2
0.382 508-4
LOW 499-4
0.618 485-0
1.000 476-0
1.618 461-4
2.618 438-0
4.250 399-5
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 517-1 516-5
PP 514-1 513-1
S1 511-2 509-6

Download as Excel Spreadsheet

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

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