CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 556-0 555-4 -0-4 -0.1% 600-0
High 556-0 559-4 3-4 0.6% 600-0
Low 553-0 555-4 2-4 0.5% 561-0
Close 554-0 564-0 10-0 1.8% 560-4
Range 3-0 4-0 1-0 33.3% 39-0
ATR 12-4 12-0 -0-4 -4.0% 0-0
Volume 5,000 4,890 -110 -2.2% 18,113
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 571-5 571-7 566-2
R3 567-5 567-7 565-1
R2 563-5 563-5 564-6
R1 563-7 563-7 564-3 563-6
PP 559-5 559-5 559-5 559-5
S1 559-7 559-7 563-5 559-6
S2 555-5 555-5 563-2
S3 551-5 555-7 562-7
S4 547-5 551-7 561-6
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 5.0% 6-5 1.2% 39% False False 4,662
10 600-4 553-0 47-4 8.4% 9-3 1.7% 23% False False 4,037
20 600-4 540-0 60-4 10.7% 8-0 1.4% 40% False False 3,145
40 600-4 539-0 61-4 10.9% 6-3 1.1% 41% False False 2,360
60 640-4 539-0 101-4 18.0% 4-6 0.8% 25% False False 1,908
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 576-4
2.618 570-0
1.618 566-0
1.000 563-4
0.618 562-0
HIGH 559-4
0.618 558-0
0.500 557-4
0.382 557-0
LOW 555-4
0.618 553-0
1.000 551-4
1.618 549-0
2.618 545-0
4.250 538-4
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 561-7 561-5
PP 559-5 559-3
S1 557-4 557-0

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

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