CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 618-6 626-0 7-2 1.2% 667-0
High 618-6 627-0 8-2 1.3% 667-0
Low 618-6 625-0 6-2 1.0% 635-0
Close 618-6 640-4 21-6 3.5% 646-2
Range 0-0 2-0 2-0 32-0
ATR
Volume 1,265 2,989 1,724 136.3% 16,623
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 636-7 640-5 641-5
R3 634-7 638-5 641-0
R2 632-7 632-7 640-7
R1 636-5 636-5 640-5 634-6
PP 630-7 630-7 630-7 629-7
S1 634-5 634-5 640-3 632-6
S2 628-7 628-7 640-1
S3 626-7 632-5 640-0
S4 624-7 630-5 639-3
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
5 651-0 618-6 32-2 5.0% 2-2 0.4% 67% False False 2,858
10 692-2 618-6 73-4 11.5% 5-6 0.9% 30% False False 3,289
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 0-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 635-4
2.618 632-2
1.618 630-2
1.000 629-0
0.618 628-2
HIGH 627-0
0.618 626-2
0.500 626-0
0.382 625-6
LOW 625-0
0.618 623-6
1.000 623-0
1.618 621-6
2.618 619-6
4.250 616-4
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 635-5 638-5
PP 630-7 636-6
S1 626-0 634-7

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

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