CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 549-4 548-0 -1-4 -0.3% 560-6
High 549-4 548-0 -1-4 -0.3% 569-0
Low 541-4 548-0 6-4 1.2% 553-0
Close 543-2 547-4 4-2 0.8% 562-2
Range 8-0 0-0 -8-0 -100.0% 16-0
ATR 12-1 11-5 -0-4 -4.3% 0-0
Volume 2,049 6,686 4,637 226.3% 20,770
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 547-7 547-5 547-4
R3 547-7 547-5 547-4
R2 547-7 547-7 547-4
R1 547-5 547-5 547-4 547-6
PP 547-7 547-7 547-7 547-7
S1 547-5 547-5 547-4 547-6
S2 547-7 547-7 547-4
S3 547-7 547-5 547-4
S4 547-7 547-5 547-4
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 5.0% 3-0 0.5% 22% False False 4,316
10 600-0 541-4 58-4 10.7% 7-3 1.3% 10% False False 4,332
20 600-4 540-0 60-4 11.1% 7-2 1.3% 12% False False 3,517
40 600-4 539-0 61-4 11.2% 6-3 1.2% 14% False False 2,564
60 640-4 539-0 101-4 18.5% 4-7 0.9% 8% False False 2,082
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 548-0
2.618 548-0
1.618 548-0
1.000 548-0
0.618 548-0
HIGH 548-0
0.618 548-0
0.500 548-0
0.382 548-0
LOW 548-0
0.618 548-0
1.000 548-0
1.618 548-0
2.618 548-0
4.250 548-0
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 548-0 555-2
PP 547-7 552-5
S1 547-5 550-1

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

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