CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 502-0 500-0 -2-0 -0.4% 515-4
High 513-2 500-4 -12-6 -2.5% 526-0
Low 501-4 493-4 -8-0 -1.6% 501-4
Close 509-4 499-4 -10-0 -2.0% 509-4
Range 11-6 7-0 -4-6 -40.4% 24-4
ATR 14-5 14-6 0-1 0.7% 0-0
Volume 41,581 36,541 -5,040 -12.1% 255,189
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 518-7 516-1 503-3
R3 511-7 509-1 501-3
R2 504-7 504-7 500-6
R1 502-1 502-1 500-1 500-0
PP 497-7 497-7 497-7 496-6
S1 495-1 495-1 498-7 493-0
S2 490-7 490-7 498-2
S3 483-7 488-1 497-5
S4 476-7 481-1 495-5
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 585-7 572-1 523-0
R3 561-3 547-5 516-2
R2 536-7 536-7 514-0
R1 523-1 523-1 511-6 517-6
PP 512-3 512-3 512-3 509-5
S1 498-5 498-5 507-2 493-2
S2 487-7 487-7 505-0
S3 463-3 474-1 502-6
S4 438-7 449-5 496-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 521-0 493-4 27-4 5.5% 10-2 2.1% 22% False True 44,413
10 577-0 493-4 83-4 16.7% 12-3 2.5% 7% False True 45,062
20 584-4 493-4 91-0 18.2% 13-0 2.6% 7% False True 31,083
40 606-0 493-4 112-4 22.5% 12-6 2.5% 5% False True 24,568
60 723-4 493-4 230-0 46.0% 13-0 2.6% 3% False True 22,140
80 723-4 493-4 230-0 46.0% 12-5 2.5% 3% False True 18,624
100 723-4 493-4 230-0 46.0% 11-5 2.3% 3% False True 16,306
120 723-4 493-4 230-0 46.0% 11-1 2.2% 3% False True 14,382
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-3
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 530-2
2.618 518-7
1.618 511-7
1.000 507-4
0.618 504-7
HIGH 500-4
0.618 497-7
0.500 497-0
0.382 496-1
LOW 493-4
0.618 489-1
1.000 486-4
1.618 482-1
2.618 475-1
4.250 463-6
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 498-5 505-6
PP 497-7 503-5
S1 497-0 501-5

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

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