CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 616-0 603-0 -13-0 -2.1% 590-0
High 616-0 609-0 -7-0 -1.1% 619-0
Low 596-4 602-4 6-0 1.0% 568-4
Close 600-0 602-6 2-6 0.5% 618-4
Range 19-4 6-4 -13-0 -66.7% 50-4
ATR 13-5 13-2 -0-3 -2.4% 0-0
Volume 12,149 6,155 -5,994 -49.3% 33,253
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 624-2 620-0 606-3
R3 617-6 613-4 604-4
R2 611-2 611-2 604-0
R1 607-0 607-0 603-3 605-7
PP 604-6 604-6 604-6 604-2
S1 600-4 600-4 602-1 599-3
S2 598-2 598-2 601-4
S3 591-6 594-0 601-0
S4 585-2 587-4 599-1
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
5 619-0 577-6 41-2 6.8% 13-4 2.2% 61% False False 7,438
10 619-0 568-4 50-4 8.4% 9-6 1.6% 68% False False 6,989
20 621-0 565-6 55-2 9.2% 8-5 1.4% 67% False False 6,861
40 623-4 565-2 58-2 9.7% 9-3 1.5% 64% False False 6,753
60 646-2 557-6 88-4 14.7% 8-1 1.3% 51% False False 5,512
80 692-2 557-6 134-4 22.3% 7-5 1.3% 33% False False 4,962
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 636-5
2.618 626-0
1.618 619-4
1.000 615-4
0.618 613-0
HIGH 609-0
0.618 606-4
0.500 605-6
0.382 605-0
LOW 602-4
0.618 598-4
1.000 596-0
1.618 592-0
2.618 585-4
4.250 574-7
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 605-6 606-0
PP 604-6 604-7
S1 603-6 603-7

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

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