CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 571-2 581-0 9-6 1.7% 569-0
High 571-2 581-4 10-2 1.8% 593-2
Low 571-2 577-6 6-4 1.1% 565-6
Close 571-2 581-4 10-2 1.8% 593-2
Range 0-0 3-6 3-6 27-4
ATR 11-4 11-3 -0-1 -0.8% 0-0
Volume 11,238 6,340 -4,898 -43.6% 30,154
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 591-4 590-2 583-4
R3 587-6 586-4 582-4
R2 584-0 584-0 582-2
R1 582-6 582-6 581-7 583-3
PP 580-2 580-2 580-2 580-4
S1 579-0 579-0 581-1 579-5
S2 576-4 576-4 580-6
S3 572-6 575-2 580-4
S4 569-0 571-4 579-4
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% 6-5 1.1% 53% False False 6,769
10 593-2 565-6 27-4 4.7% 5-1 0.9% 57% False False 6,151
20 623-4 565-6 57-6 9.9% 7-5 1.3% 27% False False 6,898
40 623-4 565-2 58-2 10.0% 8-1 1.4% 28% False False 6,298
60 646-2 557-6 88-4 15.2% 7-5 1.3% 27% False False 5,255
80 707-0 557-6 149-2 25.7% 7-1 1.2% 16% False False 4,731
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 True
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 597-4
2.618 591-3
1.618 587-5
1.000 585-2
0.618 583-7
HIGH 581-4
0.618 580-1
0.500 579-5
0.382 579-1
LOW 577-6
0.618 575-3
1.000 574-0
1.618 571-5
2.618 567-7
4.250 561-6
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 580-7 580-6
PP 580-2 580-0
S1 579-5 579-2

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

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