CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 528-0 520-0 -8-0 -1.5% 566-0
High 537-0 527-4 -9-4 -1.8% 567-0
Low 528-0 517-4 -10-4 -2.0% 525-0
Close 529-0 519-2 -9-6 -1.8% 529-0
Range 9-0 10-0 1-0 11.1% 42-0
ATR 15-3 15-1 -0-2 -1.8% 0-0
Volume 47,524 33,364 -14,160 -29.8% 196,879
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 551-3 545-3 524-6
R3 541-3 535-3 522-0
R2 531-3 531-3 521-1
R1 525-3 525-3 520-1 523-3
PP 521-3 521-3 521-3 520-4
S1 515-3 515-3 518-3 513-3
S2 511-3 511-3 517-3
S3 501-3 505-3 516-4
S4 491-3 495-3 513-6
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 666-3 639-5 552-1
R3 624-3 597-5 540-4
R2 582-3 582-3 536-6
R1 555-5 555-5 532-7 548-0
PP 540-3 540-3 540-3 536-4
S1 513-5 513-5 525-1 506-0
S2 498-3 498-3 521-2
S3 456-3 471-5 517-4
S4 414-3 429-5 505-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 567-0 517-4 49-4 9.5% 14-3 2.8% 4% False True 46,048
10 580-0 517-4 62-4 12.0% 11-6 2.3% 3% False True 39,750
20 643-0 517-4 125-4 24.2% 12-0 2.3% 1% False True 32,948
40 702-0 517-4 184-4 35.5% 12-5 2.4% 1% False True 22,141
60 702-0 517-4 184-4 35.5% 10-5 2.1% 1% False True 16,236
80 702-0 517-4 184-4 35.5% 9-7 1.9% 1% False True 12,817
100 702-0 517-4 184-4 35.5% 8-6 1.7% 1% False True 10,528
120 702-0 517-4 184-4 35.5% 7-3 1.4% 1% False True 8,904
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 570-0
2.618 553-5
1.618 543-5
1.000 537-4
0.618 533-5
HIGH 527-4
0.618 523-5
0.500 522-4
0.382 521-3
LOW 517-4
0.618 511-3
1.000 507-4
1.618 501-3
2.618 491-3
4.250 475-0
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 522-4 531-4
PP 521-3 527-3
S1 520-3 523-3

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

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