CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 508-4 518-0 9-4 1.9% 564-4
High 518-0 518-0 0-0 0.0% 584-4
Low 504-6 507-6 3-0 0.6% 516-4
Close 517-6 509-2 -8-4 -1.6% 516-6
Range 13-2 10-2 -3-0 -22.6% 68-0
ATR 15-2 14-7 -0-3 -2.3% 0-0
Volume 45,955 40,468 -5,487 -11.9% 177,535
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 542-3 536-1 514-7
R3 532-1 525-7 512-1
R2 521-7 521-7 511-1
R1 515-5 515-5 510-2 513-5
PP 511-5 511-5 511-5 510-6
S1 505-3 505-3 508-2 503-3
S2 501-3 501-3 507-3
S3 491-1 495-1 506-3
S4 480-7 484-7 503-5
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
5 530-0 504-6 25-2 5.0% 11-2 2.2% 18% False False 49,001
10 584-4 504-6 79-6 15.7% 13-7 2.7% 6% False False 41,678
20 584-4 504-6 79-6 15.7% 13-7 2.7% 6% False False 28,792
40 618-4 504-6 113-6 22.3% 12-5 2.5% 4% False False 23,413
60 723-4 504-6 218-6 43.0% 13-0 2.6% 2% False False 21,177
80 723-4 504-6 218-6 43.0% 12-4 2.4% 2% False False 17,792
100 723-4 504-6 218-6 43.0% 11-6 2.3% 2% False False 15,629
120 723-4 504-6 218-6 43.0% 11-1 2.2% 2% False False 13,781
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 561-4
2.618 544-7
1.618 534-5
1.000 528-2
0.618 524-3
HIGH 518-0
0.618 514-1
0.500 512-7
0.382 511-5
LOW 507-6
0.618 501-3
1.000 497-4
1.618 491-1
2.618 480-7
4.250 464-2
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 512-7 512-7
PP 511-5 511-5
S1 510-4 510-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.