CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 594-4 583-0 -11-4 -1.9% 558-0
High 595-4 583-0 -12-4 -2.1% 598-0
Low 575-0 582-0 7-0 1.2% 545-4
Close 577-4 580-2 2-6 0.5% 596-4
Range 20-4 1-0 -19-4 -95.1% 52-4
ATR 13-6 13-1 -0-5 -4.3% 0-0
Volume 8,248 4,092 -4,156 -50.4% 24,680
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 584-6 583-4 580-6
R3 583-6 582-4 580-4
R2 582-6 582-6 580-3
R1 581-4 581-4 580-3 581-5
PP 581-6 581-6 581-6 581-6
S1 580-4 580-4 580-1 580-5
S2 580-6 580-6 580-1
S3 579-6 579-4 580-0
S4 578-6 578-4 579-6
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 737-4 719-4 625-3
R3 685-0 667-0 611-0
R2 632-4 632-4 606-1
R1 614-4 614-4 601-2 623-4
PP 580-0 580-0 580-0 584-4
S1 562-0 562-0 591-6 571-0
S2 527-4 527-4 586-7
S3 475-0 509-4 582-0
S4 422-4 457-0 567-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 598-0 555-0 43-0 7.4% 11-0 1.9% 59% False False 5,296
10 598-0 545-4 52-4 9.0% 8-6 1.5% 66% False False 4,601
20 600-0 541-4 58-4 10.1% 8-0 1.4% 66% False False 4,467
40 600-4 540-0 60-4 10.4% 7-1 1.2% 67% False False 3,395
60 621-4 539-0 82-4 14.2% 6-1 1.1% 50% False False 2,708
80 673-0 539-0 134-0 23.1% 5-2 0.9% 31% False False 2,207
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 587-2
2.618 585-5
1.618 584-5
1.000 584-0
0.618 583-5
HIGH 583-0
0.618 582-5
0.500 582-4
0.382 582-3
LOW 582-0
0.618 581-3
1.000 581-0
1.618 580-3
2.618 579-3
4.250 577-6
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 582-4 586-4
PP 581-6 584-3
S1 581-0 582-3

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.