CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 623-0 627-0 4-0 0.6% 616-0
High 627-4 639-0 11-4 1.8% 639-0
Low 616-0 625-4 9-4 1.5% 596-4
Close 619-4 639-2 19-6 3.2% 639-2
Range 11-4 13-4 2-0 17.4% 42-4
ATR 13-1 13-5 0-4 3.4% 0-0
Volume 2,320 12,161 9,841 424.2% 38,367
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 675-1 670-5 646-5
R3 661-5 657-1 643-0
R2 648-1 648-1 641-6
R1 643-5 643-5 640-4 645-7
PP 634-5 634-5 634-5 635-6
S1 630-1 630-1 638-0 632-3
S2 621-1 621-1 636-6
S3 607-5 616-5 635-4
S4 594-1 603-1 631-7
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 752-3 738-3 662-5
R3 709-7 695-7 651-0
R2 667-3 667-3 647-0
R1 653-3 653-3 643-1 660-3
PP 624-7 624-7 624-7 628-4
S1 610-7 610-7 635-3 617-7
S2 582-3 582-3 631-4
S3 539-7 568-3 627-4
S4 497-3 525-7 615-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 639-0 596-4 42-4 6.6% 11-2 1.8% 101% True False 7,673
10 639-0 568-4 70-4 11.0% 11-7 1.9% 100% True False 7,162
20 639-0 565-6 73-2 11.5% 8-1 1.3% 100% True False 6,570
40 639-0 565-6 73-2 11.5% 9-1 1.4% 100% True False 6,891
60 639-0 557-6 81-2 12.7% 8-0 1.2% 100% True False 5,702
80 675-4 557-6 117-6 18.4% 7-4 1.2% 69% False False 5,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 696-3
2.618 674-3
1.618 660-7
1.000 652-4
0.618 647-3
HIGH 639-0
0.618 633-7
0.500 632-2
0.382 630-5
LOW 625-4
0.618 617-1
1.000 612-0
1.618 603-5
2.618 590-1
4.250 568-1
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 636-7 632-7
PP 634-5 626-5
S1 632-2 620-2

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

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