CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 522-0 517-0 -5-0 -1.0% 520-0
High 529-0 520-0 -9-0 -1.7% 529-0
Low 521-4 515-0 -6-4 -1.2% 512-0
Close 522-2 518-6 -3-4 -0.7% 518-6
Range 7-4 5-0 -2-4 -33.3% 17-0
ATR 14-3 13-7 -0-4 -3.5% 0-0
Volume 36,233 39,559 3,326 9.2% 185,156
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 532-7 530-7 521-4
R3 527-7 525-7 520-1
R2 522-7 522-7 519-5
R1 520-7 520-7 519-2 521-7
PP 517-7 517-7 517-7 518-4
S1 515-7 515-7 518-2 516-7
S2 512-7 512-7 517-7
S3 507-7 510-7 517-3
S4 502-7 505-7 516-0
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 570-7 561-7 528-1
R3 553-7 544-7 523-3
R2 536-7 536-7 521-7
R1 527-7 527-7 520-2 523-7
PP 519-7 519-7 519-7 518-0
S1 510-7 510-7 517-2 506-7
S2 502-7 502-7 515-5
S3 485-7 493-7 514-1
S4 468-7 476-7 509-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 529-0 512-0 17-0 3.3% 8-5 1.7% 40% False False 37,031
10 567-0 512-0 55-0 10.6% 11-1 2.1% 12% False False 41,172
20 613-0 512-0 101-0 19.5% 10-7 2.1% 7% False False 34,510
40 702-0 512-0 190-0 36.6% 12-3 2.4% 4% False False 24,802
60 702-0 512-0 190-0 36.6% 10-6 2.1% 4% False False 18,458
80 702-0 512-0 190-0 36.6% 10-1 2.0% 4% False False 14,586
100 702-0 512-0 190-0 36.6% 9-0 1.7% 4% False False 11,984
120 702-0 512-0 190-0 36.6% 7-5 1.5% 4% False False 10,143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 541-2
2.618 533-1
1.618 528-1
1.000 525-0
0.618 523-1
HIGH 520-0
0.618 518-1
0.500 517-4
0.382 516-7
LOW 515-0
0.618 511-7
1.000 510-0
1.618 506-7
2.618 501-7
4.250 493-6
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 518-3 521-4
PP 517-7 520-5
S1 517-4 519-5

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

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