CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 15-Apr-2009

Day Change Summary
	Previous	Current
	14-Apr-2009	15-Apr-2009	Change	Change %	Previous Week
Open	561-0	556-0	-5-0	-0.9%	600-0
High	561-0	556-0	-5-0	-0.9%	600-0
Low	561-0	553-0	-8-0	-1.4%	561-0
Close	561-2	554-0	-7-2	-1.3%	560-4
Range	0-0	3-0	3-0		39-0
ATR	12-6	12-4	-0-3	-2.5%	0-0
Volume	3,244	5,000	1,756	54.1%	18,113

Daily Pivots for day following 15-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	563-3	561-5	555-5
R3	560-3	558-5	554-7
R2	557-3	557-3	554-4
R1	555-5	555-5	554-2	555-0
PP	554-3	554-3	554-3	554-0
S1	552-5	552-5	553-6	552-0
S2	551-3	551-3	553-4
S3	548-3	549-5	553-1
S4	545-3	546-5	552-3

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	581-0	553-0	28-0	5.1%	7-5	1.4%	4%	False	True	4,793
10	600-4	553-0	47-4	8.6%	9-5	1.7%	2%	False	True	4,024
20	600-4	540-0	60-4	10.9%	8-3	1.5%	23%	False	False	2,968
40	600-4	539-0	61-4	11.1%	6-2	1.1%	24%	False	False	2,272
60	640-4	539-0	101-4	18.3%	4-5	0.8%	15%	False	False	1,827

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	568-6
2.618	563-7
1.618	560-7
1.000	559-0
0.618	557-7
HIGH	556-0
0.618	554-7
0.500	554-4
0.382	554-1
LOW	553-0
0.618	551-1
1.000	550-0
1.618	548-1
2.618	545-1
4.250	540-2

Fisher Pivots for day following 15-Apr-2009
Pivot	1 day	3 day
R1	554-4	560-0
PP	554-3	558-0
S1	554-1	556-0

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