CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 554-4 560-0 5-4 1.0% 560-6
High 554-4 569-6 15-2 2.8% 569-0
Low 554-0 560-0 6-0 1.1% 553-0
Close 555-2 567-6 12-4 2.3% 562-2
Range 0-4 9-6 9-2 1,850.0% 16-0
ATR 11-2 11-4 0-2 2.1% 0-0
Volume 3,717 1,889 -1,828 -49.2% 20,770
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 595-1 591-1 573-1
R3 585-3 581-3 570-3
R2 575-5 575-5 569-4
R1 571-5 571-5 568-5 573-5
PP 565-7 565-7 565-7 566-6
S1 561-7 561-7 566-7 563-7
S2 556-1 556-1 566-0
S3 546-3 552-1 565-1
S4 536-5 542-3 562-3
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
5 569-6 541-4 28-2 5.0% 3-5 0.6% 93% True False 3,460
10 581-0 541-4 39-4 7.0% 5-1 0.9% 66% False False 4,061
20 600-4 540-0 60-4 10.7% 6-7 1.2% 46% False False 3,621
40 600-4 539-0 61-4 10.8% 6-1 1.1% 47% False False 2,649
60 640-4 539-0 101-4 17.9% 5-0 0.9% 28% False False 2,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 611-2
2.618 595-2
1.618 585-4
1.000 579-4
0.618 575-6
HIGH 569-6
0.618 566-0
0.500 564-7
0.382 563-6
LOW 560-0
0.618 554-0
1.000 550-2
1.618 544-2
2.618 534-4
4.250 518-4
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 566-6 564-6
PP 565-7 561-7
S1 564-7 558-7

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

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