CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 624-0 637-0 13-0 2.1% 662-0
High 632-0 638-0 6-0 0.9% 670-0
Low 624-0 620-4 -3-4 -0.6% 632-4
Close 630-2 621-0 -9-2 -1.5% 640-2
Range 8-0 17-4 9-4 118.8% 37-4
ATR 18-2 18-1 0-0 -0.3% 0-0
Volume 16,219 10,896 -5,323 -32.8% 93,796
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 679-0 667-4 630-5
R3 661-4 650-0 625-6
R2 644-0 644-0 624-2
R1 632-4 632-4 622-5 629-4
PP 626-4 626-4 626-4 625-0
S1 615-0 615-0 619-3 612-0
S2 609-0 609-0 617-6
S3 591-4 597-4 616-2
S4 574-0 580-0 611-3
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 760-1 737-5 660-7
R3 722-5 700-1 650-4
R2 685-1 685-1 647-1
R1 662-5 662-5 643-6 655-1
PP 647-5 647-5 647-5 643-6
S1 625-1 625-1 636-6 617-5
S2 610-1 610-1 633-3
S3 572-5 587-5 630-0
S4 535-1 550-1 619-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 666-0 620-4 45-4 7.3% 13-3 2.1% 1% False True 16,089
10 704-0 620-4 83-4 13.4% 14-6 2.4% 1% False True 18,911
20 723-4 620-4 103-0 16.6% 13-3 2.2% 0% False True 16,209
40 723-4 568-4 155-0 25.0% 12-1 1.9% 34% False False 11,846
60 723-4 565-6 157-6 25.4% 11-0 1.8% 35% False False 10,163
80 723-4 557-6 165-6 26.7% 10-2 1.6% 38% False False 8,747
100 723-4 557-6 165-6 26.7% 9-3 1.5% 38% False False 7,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 712-3
2.618 683-7
1.618 666-3
1.000 655-4
0.618 648-7
HIGH 638-0
0.618 631-3
0.500 629-2
0.382 627-1
LOW 620-4
0.618 609-5
1.000 603-0
1.618 592-1
2.618 574-5
4.250 546-1
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 629-2 630-2
PP 626-4 627-1
S1 623-6 624-1

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

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