CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 571-0 551-0 -20-0 -3.5% 554-0
High 579-4 551-0 -28-4 -4.9% 581-0
Low 556-4 532-2 -24-2 -4.4% 552-0
Close 557-2 533-0 -24-2 -4.4% 559-6
Range 23-0 18-6 -4-2 -18.5% 29-0
ATR 17-4 18-0 0-4 3.1% 0-0
Volume 35,167 46,052 10,885 31.0% 289,118
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 595-0 582-6 543-2
R3 576-2 564-0 538-1
R2 557-4 557-4 536-4
R1 545-2 545-2 534-6 542-0
PP 538-6 538-6 538-6 537-1
S1 526-4 526-4 531-2 523-2
S2 520-0 520-0 529-4
S3 501-2 507-6 527-7
S4 482-4 489-0 522-6
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
5 581-0 532-2 48-6 9.1% 16-2 3.0% 2% False True 50,786
10 581-0 522-0 59-0 11.1% 14-7 2.8% 19% False False 57,922
20 581-0 489-0 92-0 17.3% 15-0 2.8% 48% False False 52,751
40 581-0 439-0 142-0 26.6% 16-2 3.0% 66% False False 48,618
60 581-0 439-0 142-0 26.6% 15-0 2.8% 66% False False 43,846
80 581-0 439-0 142-0 26.6% 14-5 2.7% 66% False False 43,361
100 584-4 439-0 145-4 27.3% 14-4 2.7% 65% False False 38,235
120 670-0 439-0 231-0 43.3% 14-0 2.6% 41% False False 34,781
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 2-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 630-6
2.618 600-1
1.618 581-3
1.000 569-6
0.618 562-5
HIGH 551-0
0.618 543-7
0.500 541-5
0.382 539-3
LOW 532-2
0.618 520-5
1.000 513-4
1.618 501-7
2.618 483-1
4.250 452-4
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 541-5 555-7
PP 538-6 548-2
S1 535-7 540-5

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

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