CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 584-2 593-2 9-0 1.5% 623-0
High 590-0 593-2 3-2 0.6% 623-4
Low 582-0 583-0 1-0 0.2% 585-0
Close 584-2 584-0 -0-2 0.0% 583-4
Range 8-0 10-2 2-2 28.1% 38-4
ATR 13-5 13-3 -0-2 -1.8% 0-0
Volume 7,341 4,776 -2,565 -34.9% 37,428
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 617-4 611-0 589-5
R3 607-2 600-6 586-7
R2 597-0 597-0 585-7
R1 590-4 590-4 585-0 588-5
PP 586-6 586-6 586-6 585-6
S1 580-2 580-2 583-0 578-3
S2 576-4 576-4 582-1
S3 566-2 570-0 581-1
S4 556-0 559-6 578-3
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 712-7 686-5 604-5
R3 674-3 648-1 594-1
R2 635-7 635-7 590-4
R1 609-5 609-5 587-0 603-4
PP 597-3 597-3 597-3 594-2
S1 571-1 571-1 580-0 565-0
S2 558-7 558-7 576-4
S3 520-3 532-5 572-7
S4 481-7 494-1 562-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621-0 582-0 39-0 6.7% 11-5 2.0% 5% False False 7,599
10 623-4 575-0 48-4 8.3% 12-1 2.1% 19% False False 7,393
20 623-4 567-2 56-2 9.6% 10-1 1.7% 30% False False 7,368
40 623-4 557-6 65-6 11.3% 8-2 1.4% 40% False False 5,450
60 675-4 557-6 117-6 20.2% 7-4 1.3% 22% False False 4,715
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 636-6
2.618 620-1
1.618 609-7
1.000 603-4
0.618 599-5
HIGH 593-2
0.618 589-3
0.500 588-1
0.382 586-7
LOW 583-0
0.618 576-5
1.000 572-6
1.618 566-3
2.618 556-1
4.250 539-4
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 588-1 591-0
PP 586-6 588-5
S1 585-3 586-3

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

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