CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 500-0 496-4 -3-4 -0.7% 515-4
High 500-4 501-0 0-4 0.1% 526-0
Low 493-4 496-4 3-0 0.6% 501-4
Close 499-4 498-2 -1-2 -0.3% 509-4
Range 7-0 4-4 -2-4 -35.7% 24-4
ATR 14-6 14-0 -0-6 -5.0% 0-0
Volume 36,541 32,948 -3,593 -9.8% 255,189
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 512-1 509-5 500-6
R3 507-5 505-1 499-4
R2 503-1 503-1 499-1
R1 500-5 500-5 498-5 501-7
PP 498-5 498-5 498-5 499-2
S1 496-1 496-1 497-7 497-3
S2 494-1 494-1 497-3
S3 489-5 491-5 497-0
S4 485-1 487-1 495-6
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
5 518-0 493-4 24-4 4.9% 9-3 1.9% 19% False False 39,498
10 570-4 493-4 77-0 15.5% 11-7 2.4% 6% False False 41,690
20 584-4 493-4 91-0 18.3% 12-5 2.5% 5% False False 32,230
40 606-0 493-4 112-4 22.6% 12-5 2.5% 4% False False 24,973
60 723-4 493-4 230-0 46.2% 12-7 2.6% 2% False False 22,467
80 723-4 493-4 230-0 46.2% 12-5 2.5% 2% False False 18,951
100 723-4 493-4 230-0 46.2% 11-5 2.3% 2% False False 16,481
120 723-4 493-4 230-0 46.2% 11-0 2.2% 2% False False 14,629
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 520-1
2.618 512-6
1.618 508-2
1.000 505-4
0.618 503-6
HIGH 501-0
0.618 499-2
0.500 498-6
0.382 498-2
LOW 496-4
0.618 493-6
1.000 492-0
1.618 489-2
2.618 484-6
4.250 477-3
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 498-6 503-3
PP 498-5 501-5
S1 498-3 500-0

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

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