CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 545-4 526-0 -19-4 -3.6% 564-4
High 546-0 530-0 -16-0 -2.9% 584-4
Low 527-4 516-4 -11-0 -2.1% 516-4
Close 528-2 516-6 -11-4 -2.2% 516-6
Range 18-4 13-4 -5-0 -27.0% 68-0
ATR 16-4 16-2 -0-2 -1.3% 0-0
Volume 34,853 31,399 -3,454 -9.9% 177,535
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 561-5 552-5 524-1
R3 548-1 539-1 520-4
R2 534-5 534-5 519-2
R1 525-5 525-5 518-0 523-3
PP 521-1 521-1 521-1 520-0
S1 512-1 512-1 515-4 509-7
S2 507-5 507-5 514-2
S3 494-1 498-5 513-0
S4 480-5 485-1 509-3
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 743-2 698-0 554-1
R3 675-2 630-0 535-4
R2 607-2 607-2 529-2
R1 562-0 562-0 523-0 550-5
PP 539-2 539-2 539-2 533-4
S1 494-0 494-0 510-4 482-5
S2 471-2 471-2 504-2
S3 403-2 426-0 498-0
S4 335-2 358-0 479-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 584-4 516-4 68-0 13.2% 16-4 3.2% 0% False True 35,507
10 584-4 516-4 68-0 13.2% 13-7 2.7% 0% False True 25,992
20 584-4 516-4 68-0 13.2% 15-5 3.0% 0% False True 22,255
40 640-0 516-4 123-4 23.9% 12-6 2.5% 0% False True 19,668
60 723-4 516-4 207-0 40.1% 13-1 2.5% 0% False True 18,118
80 723-4 516-4 207-0 40.1% 12-1 2.3% 0% False True 15,403
100 723-4 516-4 207-0 40.1% 11-5 2.3% 0% False True 13,780
120 723-4 516-4 207-0 40.1% 10-7 2.1% 0% False True 12,113
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 587-3
2.618 565-3
1.618 551-7
1.000 543-4
0.618 538-3
HIGH 530-0
0.618 524-7
0.500 523-2
0.382 521-5
LOW 516-4
0.618 508-1
1.000 503-0
1.618 494-5
2.618 481-1
4.250 459-1
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 523-2 543-4
PP 521-1 534-5
S1 518-7 525-5

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

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