CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 593-0 616-0 23-0 3.9% 590-0
High 619-0 616-0 -3-0 -0.5% 619-0
Low 593-0 596-4 3-4 0.6% 568-4
Close 618-4 600-0 -18-4 -3.0% 618-4
Range 26-0 19-4 -6-4 -25.0% 50-4
ATR 13-0 13-5 0-5 5.0% 0-0
Volume 6,943 12,149 5,206 75.0% 33,253
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 662-5 650-7 610-6
R3 643-1 631-3 605-3
R2 623-5 623-5 603-5
R1 611-7 611-7 601-6 608-0
PP 604-1 604-1 604-1 602-2
S1 592-3 592-3 598-2 588-4
S2 584-5 584-5 596-3
S3 565-1 572-7 594-5
S4 545-5 553-3 589-2
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
5 619-0 571-2 47-6 8.0% 12-1 2.0% 60% False False 8,455
10 619-0 568-4 50-4 8.4% 9-6 1.6% 62% False False 7,064
20 623-4 565-6 57-6 9.6% 8-7 1.5% 59% False False 7,131
40 623-4 565-2 58-2 9.7% 9-4 1.6% 60% False False 6,677
60 646-2 557-6 88-4 14.8% 8-1 1.4% 48% False False 5,471
80 692-2 557-6 134-4 22.4% 7-4 1.3% 31% False False 4,947
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 False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 698-7
2.618 667-0
1.618 647-4
1.000 635-4
0.618 628-0
HIGH 616-0
0.618 608-4
0.500 606-2
0.382 604-0
LOW 596-4
0.618 584-4
1.000 577-0
1.618 565-0
2.618 545-4
4.250 513-5
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 606-2 600-0
PP 604-1 600-0
S1 602-1 600-0

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

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