CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 651-0 639-4 -11-4 -1.8% 677-0
High 655-0 641-4 -13-4 -2.1% 702-0
Low 647-0 624-0 -23-0 -3.6% 645-0
Close 651-0 626-0 -25-0 -3.8% 651-0
Range 8-0 17-4 9-4 118.8% 57-0
ATR 18-0 18-5 0-5 3.6% 0-0
Volume 21,939 24,834 2,895 13.2% 104,737
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 683-0 672-0 635-5
R3 665-4 654-4 630-6
R2 648-0 648-0 629-2
R1 637-0 637-0 627-5 633-6
PP 630-4 630-4 630-4 628-7
S1 619-4 619-4 624-3 616-2
S2 613-0 613-0 622-6
S3 595-4 602-0 621-2
S4 578-0 584-4 616-3
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
5 700-0 624-0 76-0 12.1% 17-1 2.7% 3% False True 22,725
10 702-0 624-0 78-0 12.5% 16-0 2.6% 3% False True 16,261
20 702-0 600-0 102-0 16.3% 13-4 2.1% 25% False False 11,983
40 702-0 541-4 160-4 25.6% 10-0 1.6% 53% False False 8,363
60 702-0 540-0 162-0 25.9% 9-4 1.5% 53% False False 6,463
80 702-0 539-0 163-0 26.0% 8-1 1.3% 53% False False 5,212
100 702-0 539-0 163-0 26.0% 6-6 1.1% 53% False False 4,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 715-7
2.618 687-3
1.618 669-7
1.000 659-0
0.618 652-3
HIGH 641-4
0.618 634-7
0.500 632-6
0.382 630-5
LOW 624-0
0.618 613-1
1.000 606-4
1.618 595-5
2.618 578-1
4.250 549-5
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 632-6 645-0
PP 630-4 638-5
S1 628-2 632-3

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

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