CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 547-0 545-0 -2-0 -0.4% 592-0
High 553-0 550-0 -3-0 -0.5% 592-0
Low 544-4 538-4 -6-0 -1.1% 551-0
Close 545-2 538-4 -6-6 -1.2% 555-0
Range 8-4 11-4 3-0 35.3% 41-0
ATR 14-3 14-1 -0-2 -1.4% 0-0
Volume 11,999 11,583 -416 -3.5% 62,487
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 576-7 569-1 544-7
R3 565-3 557-5 541-5
R2 553-7 553-7 540-5
R1 546-1 546-1 539-4 544-2
PP 542-3 542-3 542-3 541-3
S1 534-5 534-5 537-4 532-6
S2 530-7 530-7 536-3
S3 519-3 523-1 535-3
S4 507-7 511-5 532-1
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 689-0 663-0 577-4
R3 648-0 622-0 566-2
R2 607-0 607-0 562-4
R1 581-0 581-0 558-6 573-4
PP 566-0 566-0 566-0 562-2
S1 540-0 540-0 551-2 532-4
S2 525-0 525-0 547-4
S3 484-0 499-0 543-6
S4 443-0 458-0 532-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 575-0 538-4 36-4 6.8% 13-1 2.4% 0% False True 15,125
10 606-0 538-4 67-4 12.5% 10-7 2.0% 0% False True 17,229
20 670-0 538-4 131-4 24.4% 11-1 2.1% 0% False True 17,222
40 723-4 538-4 185-0 34.4% 12-3 2.3% 0% False True 15,447
60 723-4 538-4 185-0 34.4% 11-0 2.0% 0% False True 12,488
80 723-4 538-4 185-0 34.4% 10-6 2.0% 0% False True 11,169
100 723-4 538-4 185-0 34.4% 9-6 1.8% 0% False True 9,600
120 723-4 538-4 185-0 34.4% 9-1 1.7% 0% False True 8,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 598-7
2.618 580-1
1.618 568-5
1.000 561-4
0.618 557-1
HIGH 550-0
0.618 545-5
0.500 544-2
0.382 542-7
LOW 538-4
0.618 531-3
1.000 527-0
1.618 519-7
2.618 508-3
4.250 489-5
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 544-2 550-0
PP 542-3 546-1
S1 540-3 542-3

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

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