CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 531-4 554-0 22-4 4.2% 505-4
High 540-0 563-4 23-4 4.4% 540-0
Low 529-0 552-0 23-0 4.3% 499-4
Close 539-0 562-2 23-2 4.3% 539-0
Range 11-0 11-4 0-4 4.5% 40-4
ATR 17-3 17-7 0-4 2.9% 0-0
Volume 79,147 35,850 -43,297 -54.7% 312,224
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 593-6 589-4 568-5
R3 582-2 578-0 565-3
R2 570-6 570-6 564-3
R1 566-4 566-4 563-2 568-5
PP 559-2 559-2 559-2 560-2
S1 555-0 555-0 561-2 557-1
S2 547-6 547-6 560-1
S3 536-2 543-4 559-1
S4 524-6 532-0 555-7
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 647-5 633-7 561-2
R3 607-1 593-3 550-1
R2 566-5 566-5 546-3
R1 552-7 552-7 542-6 559-6
PP 526-1 526-1 526-1 529-5
S1 512-3 512-3 535-2 519-2
S2 485-5 485-5 531-5
S3 445-1 471-7 527-7
S4 404-5 431-3 516-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 563-4 507-4 56-0 10.0% 13-2 2.3% 98% True False 60,104
10 563-4 496-4 67-0 11.9% 14-5 2.6% 98% True False 52,191
20 573-0 489-0 84-0 14.9% 17-0 3.0% 87% False False 53,127
40 573-0 439-0 134-0 23.8% 16-1 2.9% 92% False False 46,124
60 573-0 439-0 134-0 23.8% 15-0 2.7% 92% False False 42,484
80 584-4 439-0 145-4 25.9% 14-2 2.5% 85% False False 40,443
100 592-0 439-0 153-0 27.2% 14-2 2.5% 81% False False 35,770
120 723-4 439-0 284-4 50.6% 13-7 2.5% 43% False False 33,025
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 612-3
2.618 593-5
1.618 582-1
1.000 575-0
0.618 570-5
HIGH 563-4
0.618 559-1
0.500 557-6
0.382 556-3
LOW 552-0
0.618 544-7
1.000 540-4
1.618 533-3
2.618 521-7
4.250 503-1
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 560-6 555-6
PP 559-2 549-2
S1 557-6 542-6

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

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