CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 433-0 430-0 -3-0 -0.7% 438-2
High 441-6 431-0 -10-6 -2.4% 442-0
Low 433-0 430-0 -3-0 -0.7% 428-6
Close 441-6 431-0 -10-6 -2.4% 441-6
Range 8-6 1-0 -7-6 -88.6% 13-2
ATR 11-4 11-4 0-0 0.2% 0-0
Volume 281 157 -124 -44.1% 2,737
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 433-5 433-3 431-4
R3 432-5 432-3 431-2
R2 431-5 431-5 431-1
R1 431-3 431-3 431-1 431-4
PP 430-5 430-5 430-5 430-6
S1 430-3 430-3 430-7 430-4
S2 429-5 429-5 430-7
S3 428-5 429-3 430-6
S4 427-5 428-3 430-4
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 477-2 472-6 449-0
R3 464-0 459-4 445-3
R2 450-6 450-6 444-1
R1 446-2 446-2 443-0 448-4
PP 437-4 437-4 437-4 438-5
S1 433-0 433-0 440-4 435-2
S2 424-2 424-2 439-3
S3 411-0 419-6 438-1
S4 397-6 406-4 434-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 442-0 428-6 13-2 3.1% 5-4 1.3% 17% False False 578
10 471-0 428-6 42-2 9.8% 6-1 1.4% 5% False False 6,642
20 488-0 428-6 59-2 13.7% 9-4 2.2% 4% False False 13,549
40 557-0 428-6 128-2 29.8% 11-6 2.7% 2% False False 28,101
60 593-0 428-6 164-2 38.1% 12-2 2.8% 1% False False 31,401
80 702-0 428-6 273-2 63.4% 12-5 2.9% 1% False False 28,492
100 702-0 428-6 273-2 63.4% 12-0 2.8% 1% False False 24,038
120 702-0 428-6 273-2 63.4% 11-2 2.6% 1% False False 20,629
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 435-2
2.618 433-5
1.618 432-5
1.000 432-0
0.618 431-5
HIGH 431-0
0.618 430-5
0.500 430-4
0.382 430-3
LOW 430-0
0.618 429-3
1.000 429-0
1.618 428-3
2.618 427-3
4.250 425-6
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 430-7 435-2
PP 430-5 433-7
S1 430-4 432-3

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

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