CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 616-4 619-0 2-4 0.4% 594-4
High 620-0 621-0 1-0 0.2% 616-0
Low 611-4 608-0 -3-4 -0.6% 575-0
Close 617-0 619-4 2-4 0.4% 617-2
Range 8-4 13-0 4-4 52.9% 41-0
ATR 13-0 13-0 0-0 0.0% 0-0
Volume 18,023 6,445 -11,578 -64.2% 31,683
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 655-1 650-3 626-5
R3 642-1 637-3 623-1
R2 629-1 629-1 621-7
R1 624-3 624-3 620-6 626-6
PP 616-1 616-1 616-1 617-3
S1 611-3 611-3 618-2 613-6
S2 603-1 603-1 617-1
S3 590-1 598-3 615-7
S4 577-1 585-3 612-3
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 725-6 712-4 639-6
R3 684-6 671-4 628-4
R2 643-6 643-6 624-6
R1 630-4 630-4 621-0 637-1
PP 602-6 602-6 602-6 606-0
S1 589-4 589-4 613-4 596-1
S2 561-6 561-6 609-6
S3 520-6 548-4 606-0
S4 479-6 507-4 594-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621-0 585-0 36-0 5.8% 8-3 1.3% 96% True False 8,762
10 621-0 555-0 66-0 10.7% 9-5 1.6% 98% True False 7,029
20 621-0 541-4 79-4 12.8% 7-2 1.2% 98% True False 5,570
40 621-0 540-0 81-0 13.1% 7-6 1.3% 98% True False 4,201
60 621-0 539-0 82-0 13.2% 6-5 1.1% 98% True False 3,312
80 640-4 539-0 101-4 16.4% 5-2 0.9% 79% False False 2,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
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
4.250 676-2
2.618 655-0
1.618 642-0
1.000 634-0
0.618 629-0
HIGH 621-0
0.618 616-0
0.500 614-4
0.382 613-0
LOW 608-0
0.618 600-0
1.000 595-0
1.618 587-0
2.618 574-0
4.250 552-6
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 617-7 617-2
PP 616-1 615-0
S1 614-4 612-6

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

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