CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 517-0 517-0 0-0 0.0% 520-0
High 520-0 543-6 23-6 4.6% 529-0
Low 515-0 517-0 2-0 0.4% 512-0
Close 518-6 542-6 24-0 4.6% 518-6
Range 5-0 26-6 21-6 435.0% 17-0
ATR 13-7 14-6 0-7 6.7% 0-0
Volume 39,559 35,985 -3,574 -9.0% 185,156
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 614-6 605-4 557-4
R3 588-0 578-6 550-1
R2 561-2 561-2 547-5
R1 552-0 552-0 545-2 556-5
PP 534-4 534-4 534-4 536-6
S1 525-2 525-2 540-2 529-7
S2 507-6 507-6 537-7
S3 481-0 498-4 535-3
S4 454-2 471-6 528-0
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
5 543-6 512-0 31-6 5.8% 12-0 2.2% 97% True False 37,555
10 567-0 512-0 55-0 10.1% 13-1 2.4% 56% False False 41,802
20 610-0 512-0 98-0 18.1% 11-7 2.2% 31% False False 35,034
40 702-0 512-0 190-0 35.0% 12-7 2.4% 16% False False 25,557
60 702-0 512-0 190-0 35.0% 11-1 2.0% 16% False False 18,977
80 702-0 512-0 190-0 35.0% 10-3 1.9% 16% False False 15,019
100 702-0 512-0 190-0 35.0% 9-2 1.7% 16% False False 12,330
120 702-0 512-0 190-0 35.0% 7-7 1.5% 16% False False 10,442
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 27 trading days
Fibonacci Retracements and Extensions
4.250 657-4
2.618 613-6
1.618 587-0
1.000 570-4
0.618 560-2
HIGH 543-6
0.618 533-4
0.500 530-3
0.382 527-2
LOW 517-0
0.618 500-4
1.000 490-2
1.618 473-6
2.618 447-0
4.250 403-2
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 538-5 538-2
PP 534-4 533-7
S1 530-3 529-3

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

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