CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 641-0 643-4 2-4 0.4% 616-0
High 643-0 646-0 3-0 0.5% 639-0
Low 628-0 635-4 7-4 1.2% 596-4
Close 641-6 637-4 -4-2 -0.7% 639-2
Range 15-0 10-4 -4-4 -30.0% 42-4
ATR 13-3 13-2 -0-2 -1.6% 0-0
Volume 8,993 12,331 3,338 37.1% 38,367
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 671-1 664-7 643-2
R3 660-5 654-3 640-3
R2 650-1 650-1 639-3
R1 643-7 643-7 638-4 641-6
PP 639-5 639-5 639-5 638-5
S1 633-3 633-3 636-4 631-2
S2 629-1 629-1 635-5
S3 618-5 622-7 634-5
S4 608-1 612-3 631-6
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
5 646-0 616-0 30-0 4.7% 11-7 1.9% 72% True False 9,445
10 646-0 581-0 65-0 10.2% 12-7 2.0% 87% True False 8,366
20 646-0 565-6 80-2 12.6% 9-0 1.4% 89% True False 7,258
40 646-0 565-6 80-2 12.6% 9-3 1.5% 89% True False 7,273
60 646-0 557-6 88-2 13.8% 8-4 1.3% 90% True False 6,108
80 675-4 557-6 117-6 18.5% 7-6 1.2% 68% False False 5,393
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 690-5
2.618 673-4
1.618 663-0
1.000 656-4
0.618 652-4
HIGH 646-0
0.618 642-0
0.500 640-6
0.382 639-4
LOW 635-4
0.618 629-0
1.000 625-0
1.618 618-4
2.618 608-0
4.250 590-7
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 640-6 637-3
PP 639-5 637-1
S1 638-5 637-0

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

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