CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 628-0 640-2 12-2 2.0% 600-0
High 640-4 640-2 -0-2 0.0% 640-4
Low 628-0 632-0 4-0 0.6% 600-0
Close 638-4 638-0 -0-4 -0.1% 638-4
Range 12-4 8-2 -4-2 -34.0% 40-4
ATR 13-2 12-7 -0-3 -2.7% 0-0
Volume 6,436 8,962 2,526 39.2% 31,498
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 661-4 658-0 642-4
R3 653-2 649-6 640-2
R2 645-0 645-0 639-4
R1 641-4 641-4 638-6 639-1
PP 636-6 636-6 636-6 635-4
S1 633-2 633-2 637-2 630-7
S2 628-4 628-4 636-4
S3 620-2 625-0 635-6
S4 612-0 616-6 633-4
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 747-7 733-5 660-6
R3 707-3 693-1 649-5
R2 666-7 666-7 645-7
R1 652-5 652-5 642-2 659-6
PP 626-3 626-3 626-3 629-7
S1 612-1 612-1 634-6 619-2
S2 585-7 585-7 631-1
S3 545-3 571-5 627-3
S4 504-7 531-1 616-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 640-4 612-0 28-4 4.5% 9-5 1.5% 91% False False 7,588
10 640-4 600-0 40-4 6.3% 10-7 1.7% 94% False False 6,799
20 640-4 549-4 91-0 14.3% 9-7 1.5% 97% False False 6,905
40 640-4 540-0 100-4 15.8% 8-6 1.4% 98% False False 5,342
60 640-4 539-0 101-4 15.9% 7-3 1.1% 98% False False 4,147
80 640-4 539-0 101-4 15.9% 6-3 1.0% 98% False False 3,436
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 675-2
2.618 661-7
1.618 653-5
1.000 648-4
0.618 645-3
HIGH 640-2
0.618 637-1
0.500 636-1
0.382 635-1
LOW 632-0
0.618 626-7
1.000 623-6
1.618 618-5
2.618 610-3
4.250 597-0
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 637-3 634-1
PP 636-6 630-1
S1 636-1 626-2

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

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