CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 555-4 569-0 13-4 2.4% 560-6
High 559-4 569-0 9-4 1.7% 569-0
Low 555-4 569-0 13-4 2.4% 553-0
Close 564-0 562-2 -1-6 -0.3% 562-2
Range 4-0 0-0 -4-0 -100.0% 16-0
ATR 12-0 11-4 -0-4 -4.2% 0-0
Volume 4,890 2,959 -1,931 -39.5% 20,770
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 566-6 564-4 562-2
R3 566-6 564-4 562-2
R2 566-6 566-6 562-2
R1 564-4 564-4 562-2 565-5
PP 566-6 566-6 566-6 567-2
S1 564-4 564-4 562-2 565-5
S2 566-6 566-6 562-2
S3 566-6 564-4 562-2
S4 566-6 564-4 562-2
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 609-3 601-7 571-0
R3 593-3 585-7 566-5
R2 577-3 577-3 565-1
R1 569-7 569-7 563-6 573-5
PP 561-3 561-3 561-3 563-2
S1 553-7 553-7 560-6 557-5
S2 545-3 545-3 559-3
S3 529-3 537-7 557-7
S4 513-3 521-7 553-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 569-0 553-0 16-0 2.8% 2-5 0.5% 58% True False 4,154
10 600-4 553-0 47-4 8.4% 8-3 1.5% 19% False False 4,228
20 600-4 540-0 60-4 10.8% 7-5 1.4% 37% False False 3,178
40 600-4 539-0 61-4 10.9% 6-3 1.1% 38% False False 2,399
60 640-4 539-0 101-4 18.1% 4-6 0.8% 23% False False 1,950
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 True
Stretch 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 569-0
2.618 569-0
1.618 569-0
1.000 569-0
0.618 569-0
HIGH 569-0
0.618 569-0
0.500 569-0
0.382 569-0
LOW 569-0
0.618 569-0
1.000 569-0
1.618 569-0
2.618 569-0
4.250 569-0
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 569-0 561-7
PP 566-6 561-3
S1 564-4 561-0

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

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