CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 629-0 620-0 -9-0 -1.4% 616-4
High 629-0 622-0 -7-0 -1.1% 622-0
Low 618-4 612-0 -6-4 -1.1% 606-0
Close 623-6 619-4 -4-2 -0.7% 604-0
Range 10-4 10-0 -0-4 -4.8% 16-0
ATR 12-6 12-6 -0-1 -0.6% 0-0
Volume 4,443 7,763 3,320 74.7% 45,557
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 647-7 643-5 625-0
R3 637-7 633-5 622-2
R2 627-7 627-7 621-3
R1 623-5 623-5 620-3 620-6
PP 617-7 617-7 617-7 616-3
S1 613-5 613-5 618-5 610-6
S2 607-7 607-7 617-5
S3 597-7 603-5 616-6
S4 587-7 593-5 614-0
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 658-5 647-3 612-6
R3 642-5 631-3 608-3
R2 626-5 626-5 606-7
R1 615-3 615-3 605-4 613-0
PP 610-5 610-5 610-5 609-4
S1 599-3 599-3 602-4 597-0
S2 594-5 594-5 601-1
S3 578-5 583-3 599-5
S4 562-5 567-3 595-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 629-0 600-0 29-0 4.7% 11-7 1.9% 67% False False 6,270
10 629-0 600-0 29-0 4.7% 10-6 1.7% 67% False False 8,246
20 629-0 545-4 83-4 13.5% 9-6 1.6% 89% False False 6,518
40 629-0 540-0 89-0 14.4% 8-2 1.3% 89% False False 5,070
60 629-0 539-0 90-0 14.5% 7-2 1.2% 89% False False 3,939
80 640-4 539-0 101-4 16.4% 6-1 1.0% 79% False False 3,249
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 664-4
2.618 648-1
1.618 638-1
1.000 632-0
0.618 628-1
HIGH 622-0
0.618 618-1
0.500 617-0
0.382 615-7
LOW 612-0
0.618 605-7
1.000 602-0
1.618 595-7
2.618 585-7
4.250 569-4
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 618-5 620-4
PP 617-7 620-1
S1 617-0 619-7

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

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