CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 449-0 438-2 -10-6 -2.4% 460-4
High 449-0 442-0 -7-0 -1.6% 471-0
Low 444-0 431-4 -12-4 -2.8% 444-0
Close 444-0 431-4 -12-4 -2.8% 444-0
Range 5-0 10-4 5-4 110.0% 27-0
ATR 13-0 13-0 0-0 -0.3% 0-0
Volume 2,893 1,346 -1,547 -53.5% 63,529
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 466-4 459-4 437-2
R3 456-0 449-0 434-3
R2 445-4 445-4 433-3
R1 438-4 438-4 432-4 436-6
PP 435-0 435-0 435-0 434-1
S1 428-0 428-0 430-4 426-2
S2 424-4 424-4 429-5
S3 414-0 417-4 428-5
S4 403-4 407-0 425-6
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 534-0 516-0 458-7
R3 507-0 489-0 451-3
R2 480-0 480-0 449-0
R1 462-0 462-0 446-4 457-4
PP 453-0 453-0 453-0 450-6
S1 435-0 435-0 441-4 430-4
S2 426-0 426-0 439-0
S3 399-0 408-0 436-5
S4 372-0 381-0 429-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 465-0 431-4 33-4 7.8% 5-4 1.3% 0% False True 6,903
10 488-0 431-4 56-4 13.1% 10-7 2.5% 0% False True 13,301
20 494-6 431-4 63-2 14.7% 10-6 2.5% 0% False True 23,549
40 557-0 431-4 125-4 29.1% 13-1 3.0% 0% False True 31,977
60 610-0 431-4 178-4 41.4% 12-6 3.0% 0% False True 32,996
80 702-0 431-4 270-4 62.7% 13-0 3.0% 0% False True 28,767
100 702-0 431-4 270-4 62.7% 11-7 2.8% 0% False True 24,177
120 702-0 431-4 270-4 62.7% 11-2 2.6% 0% False True 20,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 486-5
2.618 469-4
1.618 459-0
1.000 452-4
0.618 448-4
HIGH 442-0
0.618 438-0
0.500 436-6
0.382 435-4
LOW 431-4
0.618 425-0
1.000 421-0
1.618 414-4
2.618 404-0
4.250 386-7
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 436-6 441-6
PP 435-0 438-3
S1 433-2 434-7

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

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