CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 639-0 622-0 -17-0 -2.7% 641-2
High 640-0 642-0 2-0 0.3% 646-0
Low 626-2 622-0 -4-2 -0.7% 626-2
Close 626-2 638-4 12-2 2.0% 626-2
Range 13-6 20-0 6-2 45.5% 19-6
ATR 13-3 13-7 0-4 3.5% 0-0
Volume 7,929 4,510 -3,419 -43.1% 48,291
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 694-1 686-3 649-4
R3 674-1 666-3 644-0
R2 654-1 654-1 642-1
R1 646-3 646-3 640-3 650-2
PP 634-1 634-1 634-1 636-1
S1 626-3 626-3 636-5 630-2
S2 614-1 614-1 634-7
S3 594-1 606-3 633-0
S4 574-1 586-3 627-4
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 692-1 678-7 637-1
R3 672-3 659-1 631-5
R2 652-5 652-5 629-7
R1 639-3 639-3 628-0 636-1
PP 632-7 632-7 632-7 631-2
S1 619-5 619-5 624-4 616-3
S2 613-1 613-1 622-5
S3 593-3 599-7 620-7
S4 573-5 580-1 615-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 646-0 622-0 24-0 3.8% 14-4 2.3% 69% False True 8,275
10 646-0 601-4 44-4 7.0% 11-7 1.9% 83% False False 7,901
20 646-0 568-4 77-4 12.1% 10-6 1.7% 90% False False 7,483
40 646-0 565-6 80-2 12.6% 9-7 1.5% 91% False False 7,141
60 646-0 557-6 88-2 13.8% 9-1 1.4% 92% False False 6,259
80 675-4 557-6 117-6 18.4% 8-3 1.3% 69% False False 5,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 727-0
2.618 694-3
1.618 674-3
1.000 662-0
0.618 654-3
HIGH 642-0
0.618 634-3
0.500 632-0
0.382 629-5
LOW 622-0
0.618 609-5
1.000 602-0
1.618 589-5
2.618 569-5
4.250 537-0
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 636-3 636-5
PP 634-1 634-7
S1 632-0 633-0

Download as Excel Spreadsheet

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

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