CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 586-0 593-0 7-0 1.2% 590-0
High 592-4 619-0 26-4 4.5% 619-0
Low 581-0 593-0 12-0 2.1% 568-4
Close 586-2 618-4 32-2 5.5% 618-4
Range 11-4 26-0 14-4 126.1% 50-4
ATR 11-3 13-0 1-4 13.3% 0-0
Volume 5,606 6,943 1,337 23.8% 33,253
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 688-1 679-3 632-6
R3 662-1 653-3 625-5
R2 636-1 636-1 623-2
R1 627-3 627-3 620-7 631-6
PP 610-1 610-1 610-1 612-3
S1 601-3 601-3 616-1 605-6
S2 584-1 584-1 613-6
S3 558-1 575-3 611-3
S4 532-1 549-3 604-2
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 753-4 736-4 646-2
R3 703-0 686-0 632-3
R2 652-4 652-4 627-6
R1 635-4 635-4 623-1 644-0
PP 602-0 602-0 602-0 606-2
S1 585-0 585-0 613-7 593-4
S2 551-4 551-4 609-2
S3 501-0 534-4 604-5
S4 450-4 484-0 590-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619-0 568-4 50-4 8.2% 12-4 2.0% 99% True False 6,650
10 619-0 565-6 53-2 8.6% 8-1 1.3% 99% True False 6,340
20 623-4 565-6 57-6 9.3% 8-3 1.4% 91% False False 7,026
40 623-4 565-2 58-2 9.4% 9-0 1.5% 91% False False 6,430
60 646-2 557-6 88-4 14.3% 8-1 1.3% 69% False False 5,354
80 692-2 557-6 134-4 21.7% 7-3 1.2% 45% False False 4,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 729-4
2.618 687-1
1.618 661-1
1.000 645-0
0.618 635-1
HIGH 619-0
0.618 609-1
0.500 606-0
0.382 602-7
LOW 593-0
0.618 576-7
1.000 567-0
1.618 550-7
2.618 524-7
4.250 482-4
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 614-3 611-6
PP 610-1 605-1
S1 606-0 598-3

Download as Excel Spreadsheet

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

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