CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 699-0 716-0 17-0 2.4% 660-4
High 723-4 720-0 -3-4 -0.5% 693-0
Low 699-0 708-0 9-0 1.3% 655-0
Close 723-0 719-4 -3-4 -0.5% 686-0
Range 24-4 12-0 -12-4 -51.0% 38-0
ATR 15-5 15-5 0-0 -0.3% 0-0
Volume 16,527 20,403 3,876 23.5% 54,475
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 751-7 747-5 726-1
R3 739-7 735-5 722-6
R2 727-7 727-7 721-6
R1 723-5 723-5 720-5 725-6
PP 715-7 715-7 715-7 716-7
S1 711-5 711-5 718-3 713-6
S2 703-7 703-7 717-2
S3 691-7 699-5 716-2
S4 679-7 687-5 712-7
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 792-0 777-0 706-7
R3 754-0 739-0 696-4
R2 716-0 716-0 693-0
R1 701-0 701-0 689-4 708-4
PP 678-0 678-0 678-0 681-6
S1 663-0 663-0 682-4 670-4
S2 640-0 640-0 679-0
S3 602-0 625-0 675-4
S4 564-0 587-0 665-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 723-4 664-6 58-6 8.2% 15-0 2.1% 93% False False 15,372
10 723-4 635-0 88-4 12.3% 12-0 1.7% 95% False False 13,507
20 723-4 601-4 122-0 17.0% 12-0 1.7% 97% False False 10,704
40 723-4 565-6 157-6 21.9% 10-3 1.4% 97% False False 8,917
60 723-4 565-2 158-2 22.0% 10-2 1.4% 97% False False 8,019
80 723-4 557-6 165-6 23.0% 9-1 1.3% 98% False False 6,779
100 723-4 557-6 165-6 23.0% 8-3 1.2% 98% False False 6,099
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 771-0
2.618 751-3
1.618 739-3
1.000 732-0
0.618 727-3
HIGH 720-0
0.618 715-3
0.500 714-0
0.382 712-5
LOW 708-0
0.618 700-5
1.000 696-0
1.618 688-5
2.618 676-5
4.250 657-0
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 717-5 714-6
PP 715-7 710-0
S1 714-0 705-2

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

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