CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 695-4 681-0 -14-4 -2.1% 640-2
High 700-0 681-0 -19-0 -2.7% 671-0
Low 685-4 645-0 -40-4 -5.9% 632-0
Close 696-4 645-0 -51-4 -7.4% 663-6
Range 14-4 36-0 21-4 148.3% 39-0
ATR 15-3 18-0 2-5 16.8% 0-0
Volume 22,068 17,975 -4,093 -18.5% 33,041
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 765-0 741-0 664-6
R3 729-0 705-0 654-7
R2 693-0 693-0 651-5
R1 669-0 669-0 648-2 663-0
PP 657-0 657-0 657-0 654-0
S1 633-0 633-0 641-6 627-0
S2 621-0 621-0 638-3
S3 585-0 597-0 635-1
S4 549-0 561-0 625-2
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 772-5 757-1 685-2
R3 733-5 718-1 674-4
R2 694-5 694-5 670-7
R1 679-1 679-1 667-3 686-7
PP 655-5 655-5 655-5 659-4
S1 640-1 640-1 660-1 647-7
S2 616-5 616-5 656-5
S3 577-5 601-1 653-0
S4 538-5 562-1 642-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 702-0 645-0 57-0 8.8% 21-0 3.3% 0% False True 14,814
10 702-0 612-0 90-0 14.0% 15-7 2.5% 37% False False 10,767
20 702-0 585-0 117-0 18.1% 12-6 2.0% 51% False False 9,271
40 702-0 541-4 160-4 24.9% 10-3 1.6% 64% False False 6,869
60 702-0 540-0 162-0 25.1% 9-0 1.4% 65% False False 5,354
80 702-0 539-0 163-0 25.3% 7-6 1.2% 65% False False 4,349
100 702-0 539-0 163-0 25.3% 6-6 1.0% 65% False False 3,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 834-0
2.618 775-2
1.618 739-2
1.000 717-0
0.618 703-2
HIGH 681-0
0.618 667-2
0.500 663-0
0.382 658-6
LOW 645-0
0.618 622-6
1.000 609-0
1.618 586-6
2.618 550-6
4.250 492-0
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 663-0 673-4
PP 657-0 664-0
S1 651-0 654-4

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

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