CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 585-4 592-0 6-4 1.1% 599-0
High 589-0 592-0 3-0 0.5% 606-0
Low 584-4 580-0 -4-4 -0.8% 583-4
Close 587-2 583-0 -4-2 -0.7% 587-2
Range 4-4 12-0 7-4 166.7% 22-4
ATR 14-1 14-0 -0-1 -1.1% 0-0
Volume 13,429 10,441 -2,988 -22.3% 102,970
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 621-0 614-0 589-5
R3 609-0 602-0 586-2
R2 597-0 597-0 585-2
R1 590-0 590-0 584-1 587-4
PP 585-0 585-0 585-0 583-6
S1 578-0 578-0 581-7 575-4
S2 573-0 573-0 580-6
S3 561-0 566-0 579-6
S4 549-0 554-0 576-3
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
5 606-0 580-0 26-0 4.5% 8-6 1.5% 12% False True 19,334
10 638-0 580-0 58-0 9.9% 9-4 1.6% 5% False True 17,618
20 720-0 580-0 140-0 24.0% 11-7 2.0% 2% False True 18,740
40 723-4 580-0 143-4 24.6% 12-1 2.1% 2% False True 14,515
60 723-4 565-6 157-6 27.1% 10-7 1.9% 11% False False 12,019
80 723-4 565-2 158-2 27.1% 10-4 1.8% 11% False False 10,473
100 723-4 557-6 165-6 28.4% 9-6 1.7% 15% False False 9,018
120 723-4 557-6 165-6 28.4% 8-7 1.5% 15% False False 8,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 643-0
2.618 623-3
1.618 611-3
1.000 604-0
0.618 599-3
HIGH 592-0
0.618 587-3
0.500 586-0
0.382 584-5
LOW 580-0
0.618 572-5
1.000 568-0
1.618 560-5
2.618 548-5
4.250 529-0
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 586-0 586-0
PP 585-0 585-0
S1 584-0 584-0

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

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