CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 581-0 560-6 -20-2 -3.5% 600-0
High 581-0 567-0 -14-0 -2.4% 600-0
Low 561-0 560-6 -0-2 0.0% 561-0
Close 560-4 561-6 1-2 0.2% 560-4
Range 20-0 6-2 -13-6 -68.8% 39-0
ATR 14-2 13-6 -0-4 -3.9% 0-0
Volume 5,500 4,677 -823 -15.0% 18,113
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 581-7 578-1 565-2
R3 575-5 571-7 563-4
R2 569-3 569-3 562-7
R1 565-5 565-5 562-3 567-4
PP 563-1 563-1 563-1 564-1
S1 559-3 559-3 561-1 561-2
S2 556-7 556-7 560-5
S3 550-5 553-1 560-0
S4 544-3 546-7 558-2
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 690-7 664-5 582-0
R3 651-7 625-5 571-2
R2 612-7 612-7 567-5
R1 586-5 586-5 564-1 580-2
PP 573-7 573-7 573-7 570-5
S1 547-5 547-5 556-7 541-2
S2 534-7 534-7 553-3
S3 495-7 508-5 549-6
S4 456-7 469-5 539-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 600-0 560-6 39-2 7.0% 13-4 2.4% 3% False True 4,558
10 600-4 540-0 60-4 10.8% 11-1 2.0% 36% False False 3,749
20 600-4 540-0 60-4 10.8% 8-6 1.6% 36% False False 2,748
40 600-4 539-0 61-4 10.9% 6-3 1.1% 37% False False 2,134
60 640-4 539-0 101-4 18.1% 4-5 0.8% 22% False False 1,732
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 True
Bull Hook False
Stretch 2-0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 593-4
2.618 583-3
1.618 577-1
1.000 573-2
0.618 570-7
HIGH 567-0
0.618 564-5
0.500 563-7
0.382 563-1
LOW 560-6
0.618 556-7
1.000 554-4
1.618 550-5
2.618 544-3
4.250 534-2
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 563-7 570-7
PP 563-1 567-7
S1 562-4 564-6

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

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