CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 590-0 571-2 -18-6 -3.2% 569-0
High 590-0 571-2 -18-6 -3.2% 593-2
Low 568-4 571-2 2-6 0.5% 565-6
Close 568-4 571-2 2-6 0.5% 593-2
Range 21-4 0-0 -21-4 -100.0% 27-4
ATR 12-1 11-4 -0-5 -5.5% 0-0
Volume 3,126 11,238 8,112 259.5% 30,154
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 571-2 571-2 571-2
R3 571-2 571-2 571-2
R2 571-2 571-2 571-2
R1 571-2 571-2 571-2 571-2
PP 571-2 571-2 571-2 571-2
S1 571-2 571-2 571-2 571-2
S2 571-2 571-2 571-2
S3 571-2 571-2 571-2
S4 571-2 571-2 571-2
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
5 593-2 568-4 24-6 4.3% 6-0 1.1% 11% False False 6,540
10 593-2 565-6 27-4 4.8% 4-6 0.8% 20% False False 6,203
20 623-4 565-6 57-6 10.1% 8-4 1.5% 10% False False 6,798
40 623-4 557-6 65-6 11.5% 8-2 1.5% 21% False False 6,235
60 646-2 557-6 88-4 15.5% 7-5 1.3% 15% False False 5,276
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 571-2
2.618 571-2
1.618 571-2
1.000 571-2
0.618 571-2
HIGH 571-2
0.618 571-2
0.500 571-2
0.382 571-2
LOW 571-2
0.618 571-2
1.000 571-2
1.618 571-2
2.618 571-2
4.250 571-2
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 571-2 580-7
PP 571-2 577-5
S1 571-2 574-4

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

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