CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 588-0 585-4 -2-4 -0.4% 599-0
High 591-4 589-0 -2-4 -0.4% 606-0
Low 583-4 584-4 1-0 0.2% 583-4
Close 586-2 587-2 1-0 0.2% 587-2
Range 8-0 4-4 -3-4 -43.8% 22-4
ATR 14-7 14-1 -0-6 -5.0% 0-0
Volume 28,233 13,429 -14,804 -52.4% 102,970
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 600-3 598-3 589-6
R3 595-7 593-7 588-4
R2 591-3 591-3 588-1
R1 589-3 589-3 587-5 590-3
PP 586-7 586-7 586-7 587-4
S1 584-7 584-7 586-7 585-7
S2 582-3 582-3 586-3
S3 577-7 580-3 586-0
S4 573-3 575-7 584-6
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 659-6 646-0 599-5
R3 637-2 623-4 593-4
R2 614-6 614-6 591-3
R1 601-0 601-0 589-2 596-5
PP 592-2 592-2 592-2 590-0
S1 578-4 578-4 585-2 574-1
S2 569-6 569-6 583-1
S3 547-2 556-0 581-0
S4 524-6 533-4 574-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 606-0 583-4 22-4 3.8% 7-5 1.3% 17% False False 20,594
10 638-0 583-4 54-4 9.3% 9-1 1.6% 7% False False 18,195
20 723-4 583-4 140-0 23.8% 12-4 2.1% 3% False False 19,044
40 723-4 583-4 140-0 23.8% 12-4 2.1% 3% False False 14,428
60 723-4 565-6 157-6 26.9% 10-7 1.9% 14% False False 11,931
80 723-4 565-2 158-2 26.9% 10-3 1.8% 14% False False 10,397
100 723-4 557-6 165-6 28.2% 9-5 1.6% 18% False False 8,938
120 723-4 557-6 165-6 28.2% 8-7 1.5% 18% False False 8,005
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-0
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 608-1
2.618 600-6
1.618 596-2
1.000 593-4
0.618 591-6
HIGH 589-0
0.618 587-2
0.500 586-6
0.382 586-2
LOW 584-4
0.618 581-6
1.000 580-0
1.618 577-2
2.618 572-6
4.250 565-3
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 587-1 593-0
PP 586-7 591-1
S1 586-6 589-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.