CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 20-Apr-2009

Day Change Summary
	Previous	Current
	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	569-0	549-4	-19-4	-3.4%	560-6
High	569-0	549-4	-19-4	-3.4%	569-0
Low	569-0	541-4	-27-4	-4.8%	553-0
Close	562-2	543-2	-19-0	-3.4%	562-2
Range	0-0	8-0	8-0		16-0
ATR	11-4	12-1	0-5	5.8%	0-0
Volume	2,959	2,049	-910	-30.8%	20,770

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	568-6	564-0	547-5
R3	560-6	556-0	545-4
R2	552-6	552-6	544-6
R1	548-0	548-0	544-0	546-3
PP	544-6	544-6	544-6	544-0
S1	540-0	540-0	542-4	538-3
S2	536-6	536-6	541-6
S3	528-6	532-0	541-0
S4	520-6	524-0	538-7

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	541-4	27-4	5.1%	3-0	0.6%	6%	False	True	3,628
10	600-0	541-4	58-4	10.8%	8-2	1.5%	3%	False	True	4,093
20	600-4	540-0	60-4	11.1%	7-4	1.4%	5%	False	False	3,224
40	600-4	539-0	61-4	11.3%	6-3	1.2%	7%	False	False	2,414
60	640-4	539-0	101-4	18.7%	4-7	0.9%	4%	False	False	1,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	583-4
2.618	570-4
1.618	562-4
1.000	557-4
0.618	554-4
HIGH	549-4
0.618	546-4
0.500	545-4
0.382	544-4
LOW	541-4
0.618	536-4
1.000	533-4
1.618	528-4
2.618	520-4
4.250	507-4

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	545-4	555-2
PP	544-6	551-2
S1	544-0	547-2

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