CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 561-0 571-0 10-0 1.8% 554-0
High 561-0 579-4 18-4 3.3% 581-0
Low 555-0 556-4 1-4 0.3% 552-0
Close 559-6 557-2 -2-4 -0.4% 559-6
Range 6-0 23-0 17-0 283.3% 29-0
ATR 17-0 17-4 0-3 2.5% 0-0
Volume 45,587 35,167 -10,420 -22.9% 289,118
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 633-3 618-3 569-7
R3 610-3 595-3 563-5
R2 587-3 587-3 561-4
R1 572-3 572-3 559-3 568-3
PP 564-3 564-3 564-3 562-4
S1 549-3 549-3 555-1 545-3
S2 541-3 541-3 553-0
S3 518-3 526-3 550-7
S4 495-3 503-3 544-5
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 651-2 634-4 575-6
R3 622-2 605-4 567-6
R2 593-2 593-2 565-1
R1 576-4 576-4 562-3 584-7
PP 564-2 564-2 564-2 568-4
S1 547-4 547-4 557-1 555-7
S2 535-2 535-2 554-3
S3 506-2 518-4 551-6
S4 477-2 489-4 543-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 581-0 553-0 28-0 5.0% 16-2 2.9% 15% False False 57,687
10 581-0 507-4 73-4 13.2% 14-6 2.6% 68% False False 58,895
20 581-0 489-0 92-0 16.5% 15-2 2.7% 74% False False 53,955
40 581-0 439-0 142-0 25.5% 16-1 2.9% 83% False False 48,227
60 581-0 439-0 142-0 25.5% 15-1 2.7% 83% False False 43,860
80 584-4 439-0 145-4 26.1% 14-5 2.6% 81% False False 43,019
100 584-4 439-0 145-4 26.1% 14-3 2.6% 81% False False 37,895
120 682-0 439-0 243-0 43.6% 13-7 2.5% 49% False False 34,518
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 677-2
2.618 639-6
1.618 616-6
1.000 602-4
0.618 593-6
HIGH 579-4
0.618 570-6
0.500 568-0
0.382 565-2
LOW 556-4
0.618 542-2
1.000 533-4
1.618 519-2
2.618 496-2
4.250 458-6
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 568-0 566-2
PP 564-3 563-2
S1 560-7 560-2

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

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