CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 463-0 470-4 7-4 1.6% 470-0
High 472-4 488-0 15-4 3.3% 479-6
Low 463-0 467-0 4-0 0.9% 459-0
Close 471-6 471-0 -0-6 -0.2% 460-2
Range 9-4 21-0 11-4 121.1% 20-6
ATR 14-1 14-5 0-4 3.5% 0-0
Volume 17,899 22,006 4,107 22.9% 118,528
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 538-3 525-5 482-4
R3 517-3 504-5 476-6
R2 496-3 496-3 474-7
R1 483-5 483-5 472-7 490-0
PP 475-3 475-3 475-3 478-4
S1 462-5 462-5 469-1 469-0
S2 454-3 454-3 467-1
S3 433-3 441-5 465-2
S4 412-3 420-5 459-4
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 528-5 515-1 471-5
R3 507-7 494-3 466-0
R2 487-1 487-1 464-0
R1 473-5 473-5 462-1 470-0
PP 466-3 466-3 466-3 464-4
S1 452-7 452-7 458-3 449-2
S2 445-5 445-5 456-4
S3 424-7 432-1 454-4
S4 404-1 411-3 448-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 488-0 459-0 29-0 6.2% 14-7 3.2% 41% True False 20,129
10 491-4 459-0 32-4 6.9% 11-6 2.5% 37% False False 29,476
20 557-0 459-0 98-0 20.8% 13-2 2.8% 12% False False 39,437
40 557-0 459-0 98-0 20.8% 14-0 3.0% 12% False False 39,020
60 700-0 459-0 241-0 51.2% 13-4 2.9% 5% False False 35,060
80 702-0 459-0 243-0 51.6% 12-7 2.7% 5% False False 28,266
100 702-0 459-0 243-0 51.6% 11-7 2.5% 5% False False 23,460
120 702-0 459-0 243-0 51.6% 10-6 2.3% 5% False False 19,888
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 True
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 577-2
2.618 543-0
1.618 522-0
1.000 509-0
0.618 501-0
HIGH 488-0
0.618 480-0
0.500 477-4
0.382 475-0
LOW 467-0
0.618 454-0
1.000 446-0
1.618 433-0
2.618 412-0
4.250 377-6
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 477-4 473-4
PP 475-3 472-5
S1 473-1 471-7

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

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