CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 543-4 544-0 0-4 0.1% 547-0
High 546-4 569-4 23-0 4.2% 554-0
Low 541-4 544-0 2-4 0.5% 538-4
Close 545-2 569-0 23-6 4.4% 545-2
Range 5-0 25-4 20-4 410.0% 15-4
ATR 13-1 14-0 0-7 6.7% 0-0
Volume 22,607 19,941 -2,666 -11.8% 80,428
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 637-3 628-5 583-0
R3 611-7 603-1 576-0
R2 586-3 586-3 573-5
R1 577-5 577-5 571-3 582-0
PP 560-7 560-7 560-7 563-0
S1 552-1 552-1 566-5 556-4
S2 535-3 535-3 564-3
S3 509-7 526-5 562-0
S4 484-3 501-1 555-0
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 592-3 584-3 553-6
R3 576-7 568-7 549-4
R2 561-3 561-3 548-1
R1 553-3 553-3 546-5 549-5
PP 545-7 545-7 545-7 544-0
S1 537-7 537-7 543-7 534-1
S2 530-3 530-3 542-3
S3 514-7 522-3 541-0
S4 499-3 506-7 536-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 569-4 538-4 31-0 5.4% 11-2 2.0% 98% True False 17,674
10 592-0 538-4 53-4 9.4% 12-2 2.2% 57% False False 16,285
20 638-0 538-4 99-4 17.5% 10-6 1.9% 31% False False 17,240
40 723-4 538-4 185-0 32.5% 12-2 2.2% 16% False False 16,358
60 723-4 538-4 185-0 32.5% 11-3 2.0% 16% False False 13,352
80 723-4 538-4 185-0 32.5% 10-7 1.9% 16% False False 11,801
100 723-4 538-4 185-0 32.5% 10-1 1.8% 16% False False 10,248
120 723-4 538-4 185-0 32.5% 9-3 1.6% 16% False False 9,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 677-7
2.618 636-2
1.618 610-6
1.000 595-0
0.618 585-2
HIGH 569-4
0.618 559-6
0.500 556-6
0.382 553-6
LOW 544-0
0.618 528-2
1.000 518-4
1.618 502-6
2.618 477-2
4.250 435-5
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 564-7 564-4
PP 560-7 560-0
S1 556-6 555-4

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

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