CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 704-0 686-4 -17-4 -2.5% 660-4
High 704-0 693-4 -10-4 -1.5% 693-0
Low 667-4 686-0 18-4 2.8% 655-0
Close 669-0 687-6 18-6 2.8% 686-0
Range 36-4 7-4 -29-0 -79.5% 38-0
ATR 18-1 18-5 0-4 2.5% 0-0
Volume 24,269 29,533 5,264 21.7% 54,475
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 711-5 707-1 691-7
R3 704-1 699-5 689-6
R2 696-5 696-5 689-1
R1 692-1 692-1 688-4 694-3
PP 689-1 689-1 689-1 690-2
S1 684-5 684-5 687-0 686-7
S2 681-5 681-5 686-3
S3 674-1 677-1 685-6
S4 666-5 669-5 683-5
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
5 723-4 667-4 56-0 8.1% 16-7 2.5% 36% False False 21,874
10 723-4 635-0 88-4 12.9% 15-1 2.2% 60% False False 17,080
20 723-4 616-0 107-4 15.6% 13-4 2.0% 67% False False 12,807
40 723-4 565-6 157-6 22.9% 10-6 1.6% 77% False False 9,784
60 723-4 565-2 158-2 23.0% 10-6 1.6% 77% False False 8,787
80 723-4 557-6 165-6 24.1% 9-2 1.4% 78% False False 7,375
100 723-4 557-6 165-6 24.1% 8-7 1.3% 78% False False 6,570
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 725-3
2.618 713-1
1.618 705-5
1.000 701-0
0.618 698-1
HIGH 693-4
0.618 690-5
0.500 689-6
0.382 688-7
LOW 686-0
0.618 681-3
1.000 678-4
1.618 673-7
2.618 666-3
4.250 654-1
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 689-6 693-6
PP 689-1 691-6
S1 688-3 689-6

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

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