CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 606-0 623-0 17-0 2.8% 590-0
High 607-0 627-4 20-4 3.4% 619-0
Low 601-4 616-0 14-4 2.4% 568-4
Close 608-2 619-4 11-2 1.8% 618-4
Range 5-4 11-4 6-0 109.1% 50-4
ATR 12-6 13-1 0-4 3.7% 0-0
Volume 5,582 2,320 -3,262 -58.4% 33,253
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 655-4 649-0 625-7
R3 644-0 637-4 622-5
R2 632-4 632-4 621-5
R1 626-0 626-0 620-4 623-4
PP 621-0 621-0 621-0 619-6
S1 614-4 614-4 618-4 612-0
S2 609-4 609-4 617-3
S3 598-0 603-0 616-3
S4 586-4 591-4 613-1
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
5 627-4 593-0 34-4 5.6% 13-6 2.2% 77% True False 6,629
10 627-4 568-4 59-0 9.5% 10-5 1.7% 86% True False 6,624
20 627-4 565-6 61-6 10.0% 8-2 1.3% 87% True False 6,242
40 627-4 565-6 61-6 10.0% 9-1 1.5% 87% True False 6,730
60 627-4 557-6 69-6 11.3% 8-0 1.3% 89% True False 5,542
80 675-4 557-6 117-6 19.0% 7-4 1.2% 52% False False 5,012
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 False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 676-3
2.618 657-5
1.618 646-1
1.000 639-0
0.618 634-5
HIGH 627-4
0.618 623-1
0.500 621-6
0.382 620-3
LOW 616-0
0.618 608-7
1.000 604-4
1.618 597-3
2.618 585-7
4.250 567-1
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 621-6 617-7
PP 621-0 616-1
S1 620-2 614-4

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

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