CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 675-0 667-4 -7-4 -1.1% 690-0
High 677-0 672-2 -4-6 -0.7% 691-2
Low 667-0 664-4 -2-4 -0.4% 664-4
Close 667-4 667-6 0-2 0.0% 667-6
Range 10-0 7-6 -2-2 -22.5% 26-6
ATR 11-6 11-4 -0-2 -2.5% 0-0
Volume 43,792 77,503 33,711 77.0% 261,197
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 691-3 687-3 672-0
R3 683-5 679-5 669-7
R2 675-7 675-7 669-1
R1 671-7 671-7 668-4 673-7
PP 668-1 668-1 668-1 669-2
S1 664-1 664-1 667-0 666-1
S2 660-3 660-3 666-3
S3 652-5 656-3 665-5
S4 644-7 648-5 663-4
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 754-6 738-0 682-4
R3 728-0 711-2 675-1
R2 701-2 701-2 672-5
R1 684-4 684-4 670-2 679-4
PP 674-4 674-4 674-4 672-0
S1 657-6 657-6 665-2 652-6
S2 647-6 647-6 662-7
S3 621-0 631-0 660-3
S4 594-2 604-2 653-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 691-2 664-4 26-6 4.0% 10-2 1.5% 12% False True 52,239
10 711-2 664-4 46-6 7.0% 11-1 1.7% 7% False True 51,143
20 711-2 664-4 46-6 7.0% 11-3 1.7% 7% False True 47,342
40 711-2 637-2 74-0 11.1% 11-6 1.8% 41% False False 49,234
60 711-2 635-4 75-6 11.3% 12-0 1.8% 43% False False 51,592
80 711-2 635-4 75-6 11.3% 12-0 1.8% 43% False False 47,482
100 730-6 635-4 95-2 14.3% 12-3 1.9% 34% False False 43,652
120 738-2 635-4 102-6 15.4% 12-5 1.9% 31% False False 39,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-4
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 705-2
2.618 692-4
1.618 684-6
1.000 680-0
0.618 677-0
HIGH 672-2
0.618 669-2
0.500 668-3
0.382 667-4
LOW 664-4
0.618 659-6
1.000 656-6
1.618 652-0
2.618 644-2
4.250 631-4
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 668-3 676-4
PP 668-1 673-5
S1 668-0 670-5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.