CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 551-0 544-0 -7-0 -1.3% 554-0
High 551-0 553-4 2-4 0.5% 581-0
Low 532-2 537-0 4-6 0.9% 552-0
Close 533-0 550-2 17-2 3.2% 559-6
Range 18-6 16-4 -2-2 -12.0% 29-0
ATR 18-0 18-1 0-1 1.0% 0-0
Volume 46,052 40,378 -5,674 -12.3% 289,118
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 596-3 589-7 559-3
R3 579-7 573-3 554-6
R2 563-3 563-3 553-2
R1 556-7 556-7 551-6 560-1
PP 546-7 546-7 546-7 548-4
S1 540-3 540-3 548-6 543-5
S2 530-3 530-3 547-2
S3 513-7 523-7 545-6
S4 497-3 507-3 541-1
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
5 579-4 532-2 47-2 8.6% 16-2 3.0% 38% False False 44,951
10 581-0 522-0 59-0 10.7% 15-4 2.8% 48% False False 55,915
20 581-0 489-0 92-0 16.7% 15-1 2.8% 67% False False 51,956
40 581-0 440-0 141-0 25.6% 16-1 2.9% 78% False False 48,792
60 581-0 439-0 142-0 25.8% 15-1 2.7% 78% False False 43,677
80 581-0 439-0 142-0 25.8% 14-5 2.7% 78% False False 43,033
100 584-4 439-0 145-4 26.4% 14-4 2.6% 76% False False 38,523
120 670-0 439-0 231-0 42.0% 14-0 2.5% 48% False False 34,973
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 623-5
2.618 596-6
1.618 580-2
1.000 570-0
0.618 563-6
HIGH 553-4
0.618 547-2
0.500 545-2
0.382 543-2
LOW 537-0
0.618 526-6
1.000 520-4
1.618 510-2
2.618 493-6
4.250 466-7
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 548-5 555-7
PP 546-7 554-0
S1 545-2 552-1

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

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