CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 641-2 641-0 -0-2 0.0% 616-0
High 642-0 643-0 1-0 0.2% 639-0
Low 633-0 628-0 -5-0 -0.8% 596-4
Close 639-2 641-6 2-4 0.4% 639-2
Range 9-0 15-0 6-0 66.7% 42-4
ATR 13-2 13-3 0-1 0.9% 0-0
Volume 11,422 8,993 -2,429 -21.3% 38,367
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 682-5 677-1 650-0
R3 667-5 662-1 645-7
R2 652-5 652-5 644-4
R1 647-1 647-1 643-1 649-7
PP 637-5 637-5 637-5 639-0
S1 632-1 632-1 640-3 634-7
S2 622-5 622-5 639-0
S3 607-5 617-1 637-5
S4 592-5 602-1 633-4
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
5 643-0 601-4 41-4 6.5% 10-7 1.7% 97% True False 8,095
10 643-0 577-6 65-2 10.2% 12-1 1.9% 98% True False 7,767
20 643-0 565-6 77-2 12.0% 8-4 1.3% 98% True False 6,985
40 643-0 565-6 77-2 12.0% 9-2 1.5% 98% True False 7,176
60 643-0 557-6 85-2 13.3% 8-3 1.3% 99% True False 5,962
80 675-4 557-6 117-6 18.3% 7-6 1.2% 71% False False 5,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 706-6
2.618 682-2
1.618 667-2
1.000 658-0
0.618 652-2
HIGH 643-0
0.618 637-2
0.500 635-4
0.382 633-6
LOW 628-0
0.618 618-6
1.000 613-0
1.618 603-6
2.618 588-6
4.250 564-2
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 639-5 639-2
PP 637-5 636-6
S1 635-4 634-2

Download as Excel Spreadsheet

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

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