CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 489-4 476-0 -13-4 -2.8% 489-4
High 491-4 484-4 -7-0 -1.4% 500-0
Low 481-0 476-0 -5-0 -1.0% 476-0
Close 481-4 481-6 0-2 0.1% 481-6
Range 10-4 8-4 -2-0 -19.0% 24-0
ATR 15-3 14-7 -0-4 -3.2% 0-0
Volume 42,711 43,190 479 1.1% 278,459
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 506-2 502-4 486-3
R3 497-6 494-0 484-1
R2 489-2 489-2 483-2
R1 485-4 485-4 482-4 487-3
PP 480-6 480-6 480-6 481-6
S1 477-0 477-0 481-0 478-7
S2 472-2 472-2 480-2
S3 463-6 468-4 479-3
S4 455-2 460-0 477-1
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 557-7 543-7 495-0
R3 533-7 519-7 488-3
R2 509-7 509-7 486-1
R1 495-7 495-7 484-0 490-7
PP 485-7 485-7 485-7 483-4
S1 471-7 471-7 479-4 466-7
S2 461-7 461-7 477-3
S3 437-7 447-7 475-1
S4 413-7 423-7 468-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 500-0 476-0 24-0 5.0% 10-5 2.2% 24% False True 55,691
10 557-0 476-0 81-0 16.8% 14-1 2.9% 7% False True 53,608
20 557-0 476-0 81-0 16.8% 14-1 2.9% 7% False True 42,653
40 593-0 476-0 117-0 24.3% 13-4 2.8% 5% False True 40,327
60 702-0 476-0 226-0 46.9% 13-5 2.8% 3% False True 33,473
80 702-0 476-0 226-0 46.9% 12-5 2.6% 3% False True 26,661
100 702-0 476-0 226-0 46.9% 11-5 2.4% 3% False True 22,046
120 702-0 476-0 226-0 46.9% 10-4 2.2% 3% False True 18,652
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 True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 1-7
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 520-5
2.618 506-6
1.618 498-2
1.000 493-0
0.618 489-6
HIGH 484-4
0.618 481-2
0.500 480-2
0.382 479-2
LOW 476-0
0.618 470-6
1.000 467-4
1.618 462-2
2.618 453-6
4.250 439-7
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 481-2 483-6
PP 480-6 483-1
S1 480-2 482-3

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

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