CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 626-0 636-4 10-4 1.7% 667-0
High 627-0 636-4 9-4 1.5% 667-0
Low 625-0 636-4 11-4 1.8% 635-0
Close 640-4 636-4 -4-0 -0.6% 646-2
Range 2-0 0-0 -2-0 -100.0% 32-0
ATR 0-0 17-1 17-1 0-0
Volume 2,989 3,161 172 5.8% 16,623
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 636-4 636-4 636-4
R3 636-4 636-4 636-4
R2 636-4 636-4 636-4
R1 636-4 636-4 636-4 636-4
PP 636-4 636-4 636-4 636-4
S1 636-4 636-4 636-4 636-4
S2 636-4 636-4 636-4
S3 636-4 636-4 636-4
S4 636-4 636-4 636-4
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 5.1% 2-2 0.4% 55% False False 2,807
10 692-2 618-6 73-4 11.5% 5-6 0.9% 24% False False 3,071
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 636-4
2.618 636-4
1.618 636-4
1.000 636-4
0.618 636-4
HIGH 636-4
0.618 636-4
0.500 636-4
0.382 636-4
LOW 636-4
0.618 636-4
1.000 636-4
1.618 636-4
2.618 636-4
4.250 636-4
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 636-4 633-4
PP 636-4 630-5
S1 636-4 627-5

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

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