CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 656-4 651-0 -5-4 -0.8% 677-0
High 666-0 655-0 -11-0 -1.7% 702-0
Low 656-4 647-0 -9-4 -1.4% 645-0
Close 663-2 651-0 -12-2 -1.8% 651-0
Range 9-4 8-0 -1-4 -15.8% 57-0
ATR 18-1 18-0 -0-1 -0.8% 0-0
Volume 26,809 21,939 -4,870 -18.2% 104,737
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 675-0 671-0 655-3
R3 667-0 663-0 653-2
R2 659-0 659-0 652-4
R1 655-0 655-0 651-6 655-0
PP 651-0 651-0 651-0 651-0
S1 647-0 647-0 650-2 647-0
S2 643-0 643-0 649-4
S3 635-0 639-0 648-6
S4 627-0 631-0 646-5
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 837-0 801-0 682-3
R3 780-0 744-0 666-5
R2 723-0 723-0 661-4
R1 687-0 687-0 656-2 676-4
PP 666-0 666-0 666-0 660-6
S1 630-0 630-0 645-6 619-4
S2 609-0 609-0 640-4
S3 552-0 573-0 635-3
S4 495-0 516-0 619-5
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% 18-6 2.9% 11% False False 20,947
10 702-0 628-0 74-0 11.4% 15-4 2.4% 31% False False 14,421
20 702-0 600-0 102-0 15.7% 13-1 2.0% 50% False False 11,334
40 702-0 541-4 160-4 24.7% 10-0 1.5% 68% False False 7,880
60 702-0 540-0 162-0 24.9% 9-2 1.4% 69% False False 6,106
80 702-0 539-0 163-0 25.0% 7-7 1.2% 69% False False 4,923
100 702-0 539-0 163-0 25.0% 6-4 1.0% 69% False False 4,096
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 689-0
2.618 676-0
1.618 668-0
1.000 663-0
0.618 660-0
HIGH 655-0
0.618 652-0
0.500 651-0
0.382 650-0
LOW 647-0
0.618 642-0
1.000 639-0
1.618 634-0
2.618 626-0
4.250 613-0
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 651-0 663-0
PP 651-0 659-0
S1 651-0 655-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.