CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 586-6 593-2 6-4 1.1% 569-0
High 592-4 593-2 0-6 0.1% 593-2
Low 584-6 593-2 8-4 1.5% 565-6
Close 590-6 593-2 2-4 0.4% 593-2
Range 7-6 0-0 -7-6 -100.0% 27-4
ATR 11-7 11-2 -0-5 -5.6% 0-0
Volume 6,362 6,782 420 6.6% 30,154
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 593-2 593-2 593-2
R3 593-2 593-2 593-2
R2 593-2 593-2 593-2
R1 593-2 593-2 593-2 593-2
PP 593-2 593-2 593-2 593-2
S1 593-2 593-2 593-2 593-2
S2 593-2 593-2 593-2
S3 593-2 593-2 593-2
S4 593-2 593-2 593-2
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 666-5 657-3 608-3
R3 639-1 629-7 600-6
R2 611-5 611-5 598-2
R1 602-3 602-3 595-6 607-0
PP 584-1 584-1 584-1 586-3
S1 574-7 574-7 590-6 579-4
S2 556-5 556-5 588-2
S3 529-1 547-3 585-6
S4 501-5 519-7 578-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 593-2 565-6 27-4 4.6% 3-6 0.6% 100% True False 6,030
10 593-2 565-6 27-4 4.6% 4-3 0.7% 100% True False 5,979
20 623-4 565-6 57-6 9.7% 7-6 1.3% 48% False False 6,597
40 623-4 557-6 65-6 11.1% 7-7 1.3% 54% False False 5,983
60 647-4 557-6 89-6 15.1% 7-3 1.2% 40% False False 5,147
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 593-2
2.618 593-2
1.618 593-2
1.000 593-2
0.618 593-2
HIGH 593-2
0.618 593-2
0.500 593-2
0.382 593-2
LOW 593-2
0.618 593-2
1.000 593-2
1.618 593-2
2.618 593-2
4.250 593-2
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 593-2 590-3
PP 593-2 587-5
S1 593-2 584-6

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

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