CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 554-4 564-0 9-4 1.7% 571-0
High 567-4 564-0 -3-4 -0.6% 579-4
Low 554-4 562-4 8-0 1.4% 532-2
Close 567-4 562-4 -5-0 -0.9% 548-6
Range 13-0 1-4 -11-4 -88.5% 47-2
ATR 17-5 16-6 -0-7 -5.1% 0-0
Volume 20,034 16,714 -3,320 -16.6% 155,660
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 567-4 566-4 563-3
R3 566-0 565-0 562-7
R2 564-4 564-4 562-6
R1 563-4 563-4 562-5 563-2
PP 563-0 563-0 563-0 562-7
S1 562-0 562-0 562-3 561-6
S2 561-4 561-4 562-2
S3 560-0 560-4 562-1
S4 558-4 559-0 561-5
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
5 567-4 532-2 35-2 6.3% 11-5 2.1% 86% False False 31,448
10 581-0 532-2 48-6 8.7% 14-0 2.5% 62% False False 44,567
20 581-0 496-4 84-4 15.0% 14-2 2.5% 78% False False 48,379
40 581-0 454-0 127-0 22.6% 15-7 2.8% 85% False False 48,182
60 581-0 439-0 142-0 25.2% 15-0 2.7% 87% False False 43,256
80 581-0 439-0 142-0 25.2% 14-2 2.5% 87% False False 42,765
100 584-4 439-0 145-4 25.9% 14-5 2.6% 85% False False 38,663
120 640-0 439-0 201-0 35.7% 13-6 2.4% 61% False False 35,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 570-3
2.618 567-7
1.618 566-3
1.000 565-4
0.618 564-7
HIGH 564-0
0.618 563-3
0.500 563-2
0.382 563-1
LOW 562-4
0.618 561-5
1.000 561-0
1.618 560-1
2.618 558-5
4.250 556-1
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 563-2 559-7
PP 563-0 557-1
S1 562-6 554-4

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

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