CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 526-0 515-4 -10-4 -2.0% 564-4
High 530-0 526-0 -4-0 -0.8% 584-4
Low 516-4 515-4 -1-0 -0.2% 516-4
Close 516-6 520-0 3-2 0.6% 516-6
Range 13-4 10-4 -3-0 -22.2% 68-0
ATR 16-2 15-7 -0-3 -2.5% 0-0
Volume 31,399 69,662 38,263 121.9% 177,535
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 552-0 546-4 525-6
R3 541-4 536-0 522-7
R2 531-0 531-0 521-7
R1 525-4 525-4 521-0 528-2
PP 520-4 520-4 520-4 521-7
S1 515-0 515-0 519-0 517-6
S2 510-0 510-0 518-1
S3 499-4 504-4 517-1
S4 489-0 494-0 514-2
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
5 577-0 515-4 61-4 11.8% 14-5 2.8% 7% False True 45,710
10 584-4 515-4 69-0 13.3% 14-1 2.7% 7% False True 31,683
20 584-4 515-4 69-0 13.3% 14-7 2.9% 7% False True 24,742
40 638-0 515-4 122-4 23.6% 12-6 2.5% 4% False True 20,991
60 723-4 515-4 208-0 40.0% 13-1 2.5% 2% False True 19,152
80 723-4 515-4 208-0 40.0% 12-2 2.4% 2% False True 16,200
100 723-4 515-4 208-0 40.0% 11-6 2.2% 2% False True 14,389
120 723-4 515-4 208-0 40.0% 10-7 2.1% 2% False True 12,664
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 2-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 570-5
2.618 553-4
1.618 543-0
1.000 536-4
0.618 532-4
HIGH 526-0
0.618 522-0
0.500 520-6
0.382 519-4
LOW 515-4
0.618 509-0
1.000 505-0
1.618 498-4
2.618 488-0
4.250 470-7
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 520-6 530-6
PP 520-4 527-1
S1 520-2 523-5

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

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