CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 519-0 514-0 -5-0 -1.0% 549-0
High 527-0 517-0 -10-0 -1.9% 553-0
Low 515-0 505-0 -10-0 -1.9% 514-0
Close 516-2 511-4 -4-6 -0.9% 516-2
Range 12-0 12-0 0-0 0.0% 39-0
ATR 15-3 15-1 -0-2 -1.6% 0-0
Volume 22,261 29,740 7,479 33.6% 172,834
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 547-1 541-3 518-1
R3 535-1 529-3 514-6
R2 523-1 523-1 513-6
R1 517-3 517-3 512-5 514-2
PP 511-1 511-1 511-1 509-5
S1 505-3 505-3 510-3 502-2
S2 499-1 499-1 509-2
S3 487-1 493-3 508-2
S4 475-1 481-3 504-7
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 644-6 619-4 537-6
R3 605-6 580-4 527-0
R2 566-6 566-6 523-3
R1 541-4 541-4 519-7 534-5
PP 527-6 527-6 527-6 524-2
S1 502-4 502-4 512-5 495-5
S2 488-6 488-6 509-1
S3 449-6 463-4 505-4
S4 410-6 424-4 494-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 538-0 505-0 33-0 6.5% 13-4 2.6% 20% False True 33,103
10 553-0 505-0 48-0 9.4% 15-2 3.0% 14% False True 32,529
20 553-0 505-0 48-0 9.4% 14-0 2.7% 14% False True 37,034
40 681-0 505-0 176-0 34.4% 13-4 2.6% 4% False True 33,063
60 702-0 505-0 197-0 38.5% 12-5 2.5% 3% False True 24,901
80 702-0 505-0 197-0 38.5% 11-5 2.3% 3% False True 19,795
100 702-0 505-0 197-0 38.5% 10-3 2.0% 3% False True 16,269
120 702-0 505-0 197-0 38.5% 9-3 1.8% 3% False True 13,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 3-6
Fibonacci Retracements and Extensions
4.250 568-0
2.618 548-3
1.618 536-3
1.000 529-0
0.618 524-3
HIGH 517-0
0.618 512-3
0.500 511-0
0.382 509-5
LOW 505-0
0.618 497-5
1.000 493-0
1.618 485-5
2.618 473-5
4.250 454-0
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 511-3 516-0
PP 511-1 514-4
S1 511-0 513-0

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

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