CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 585-0 601-2 16-2 2.8% 558-0
High 585-0 603-6 18-6 3.2% 598-0
Low 585-0 595-0 10-0 1.7% 545-4
Close 585-4 597-0 11-4 2.0% 596-4
Range 0-0 8-6 8-6 52-4
ATR 12-4 13-0 0-3 3.2% 0-0
Volume 2,765 4,729 1,964 71.0% 24,680
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 624-7 619-5 601-6
R3 616-1 610-7 599-3
R2 607-3 607-3 598-5
R1 602-1 602-1 597-6 600-3
PP 598-5 598-5 598-5 597-6
S1 593-3 593-3 596-2 591-5
S2 589-7 589-7 595-3
S3 581-1 584-5 594-5
S4 572-3 575-7 592-2
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
5 603-6 575-0 28-6 4.8% 9-4 1.6% 77% True False 5,065
10 603-6 545-4 58-2 9.8% 8-5 1.4% 88% True False 4,790
20 603-6 541-4 62-2 10.4% 6-7 1.2% 89% True False 4,425
40 603-6 540-0 63-6 10.7% 7-2 1.2% 89% True False 3,492
60 606-2 539-0 67-2 11.3% 6-1 1.0% 86% False False 2,786
80 640-4 539-0 101-4 17.0% 4-7 0.8% 57% False False 2,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 641-0
2.618 626-5
1.618 617-7
1.000 612-4
0.618 609-1
HIGH 603-6
0.618 600-3
0.500 599-3
0.382 598-3
LOW 595-0
0.618 589-5
1.000 586-2
1.618 580-7
2.618 572-1
4.250 557-6
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 599-3 595-5
PP 598-5 594-2
S1 597-6 592-7

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

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