CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 544-0 544-4 0-4 0.1% 571-0
High 553-4 550-0 -3-4 -0.6% 579-4
Low 537-0 541-4 4-4 0.8% 532-2
Close 550-2 548-6 -1-4 -0.3% 548-6
Range 16-4 8-4 -8-0 -48.5% 47-2
ATR 18-1 17-4 -0-5 -3.7% 0-0
Volume 40,378 34,063 -6,315 -15.6% 155,660
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 572-2 569-0 553-3
R3 563-6 560-4 551-1
R2 555-2 555-2 550-2
R1 552-0 552-0 549-4 553-5
PP 546-6 546-6 546-6 547-4
S1 543-4 543-4 548-0 545-1
S2 538-2 538-2 547-2
S3 529-6 535-0 546-3
S4 521-2 526-4 544-1
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 695-2 669-2 574-6
R3 648-0 622-0 561-6
R2 600-6 600-6 557-3
R1 574-6 574-6 553-1 564-1
PP 553-4 553-4 553-4 548-2
S1 527-4 527-4 544-3 516-7
S2 506-2 506-2 540-1
S3 459-0 480-2 535-6
S4 411-6 433-0 522-6
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% 14-4 2.7% 35% False False 40,249
10 581-0 529-0 52-0 9.5% 14-6 2.7% 38% False False 52,392
20 581-0 489-0 92-0 16.8% 15-1 2.8% 65% False False 51,361
40 581-0 440-0 141-0 25.7% 16-1 2.9% 77% False False 48,599
60 581-0 439-0 142-0 25.9% 15-1 2.8% 77% False False 43,585
80 581-0 439-0 142-0 25.9% 14-4 2.6% 77% False False 43,134
100 584-4 439-0 145-4 26.5% 14-4 2.6% 75% False False 38,701
120 666-0 439-0 227-0 41.4% 13-7 2.5% 48% False False 35,065
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 586-1
2.618 572-2
1.618 563-6
1.000 558-4
0.618 555-2
HIGH 550-0
0.618 546-6
0.500 545-6
0.382 544-6
LOW 541-4
0.618 536-2
1.000 533-0
1.618 527-6
2.618 519-2
4.250 505-3
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 547-6 546-6
PP 546-6 544-7
S1 545-6 542-7

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

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