CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	635-4	651-0	15-4	2.4%	667-0
High	639-0	651-0	12-0	1.9%	667-0
Low	635-4	645-0	9-4	1.5%	635-0
Close	636-6	646-2	9-4	1.5%	646-2
Range	3-4	6-0	2-4	71.4%	32-0
ATR
Volume	3,150	3,474	324	10.3%	16,623

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	665-3	661-7	649-4
R3	659-3	655-7	647-7
R2	653-3	653-3	647-3
R1	649-7	649-7	646-6	648-5
PP	647-3	647-3	647-3	646-6
S1	643-7	643-7	645-6	642-5
S2	641-3	641-3	645-1
S3	635-3	637-7	644-5
S4	629-3	631-7	643-0

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	745-3	727-7	663-7
R3	713-3	695-7	655-0
R2	681-3	681-3	652-1
R1	663-7	663-7	649-1	656-5
PP	649-3	649-3	649-3	645-6
S1	631-7	631-7	643-3	624-5
S2	617-3	617-3	640-3
S3	585-3	599-7	637-4
S4	553-3	567-7	628-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	667-0	635-0	32-0	5.0%	11-1	1.7%	35%	False	False	3,324
10	707-0	635-0	72-0	11.1%	7-6	1.2%	16%	False	False	3,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	676-4
2.618	666-6
1.618	660-6
1.000	657-0
0.618	654-6
HIGH	651-0
0.618	648-6
0.500	648-0
0.382	647-2
LOW	645-0
0.618	641-2
1.000	639-0
1.618	635-2
2.618	629-2
4.250	619-4

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	648-0	645-2
PP	647-3	644-2
S1	646-7	643-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols