CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 455-0 472-4 17-4 3.8% 453-0
High 473-4 474-0 0-4 0.1% 474-0
Low 453-0 448-0 -5-0 -1.1% 448-0
Close 473-0 449-6 -23-2 -4.9% 449-6
Range 20-4 26-0 5-4 26.8% 26-0
ATR 13-7 14-6 0-7 6.3% 0-0
Volume 39,844 46,192 6,348 15.9% 163,631
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 535-2 518-4 464-0
R3 509-2 492-4 456-7
R2 483-2 483-2 454-4
R1 466-4 466-4 452-1 461-7
PP 457-2 457-2 457-2 455-0
S1 440-4 440-4 447-3 435-7
S2 431-2 431-2 445-0
S3 405-2 414-4 442-5
S4 379-2 388-4 435-4
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 535-2 518-4 464-0
R3 509-2 492-4 456-7
R2 483-2 483-2 454-4
R1 466-4 466-4 452-1 461-7
PP 457-2 457-2 457-2 455-0
S1 440-4 440-4 447-3 435-7
S2 431-2 431-2 445-0
S3 405-2 414-4 442-5
S4 379-2 388-4 435-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 474-0 448-0 26-0 5.8% 16-1 3.6% 7% True True 32,726
10 480-0 448-0 32-0 7.1% 14-2 3.2% 5% False True 33,674
20 508-0 448-0 60-0 13.3% 13-4 3.0% 3% False True 33,941
40 584-4 448-0 136-4 30.4% 13-2 2.9% 1% False True 36,932
60 584-4 448-0 136-4 30.4% 13-2 2.9% 1% False True 30,265
80 693-4 448-0 245-4 54.6% 12-6 2.8% 1% False True 27,273
100 723-4 448-0 275-4 61.3% 12-7 2.9% 1% False True 24,140
120 723-4 448-0 275-4 61.3% 12-2 2.7% 1% False True 21,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 584-4
2.618 542-1
1.618 516-1
1.000 500-0
0.618 490-1
HIGH 474-0
0.618 464-1
0.500 461-0
0.382 457-7
LOW 448-0
0.618 431-7
1.000 422-0
1.618 405-7
2.618 379-7
4.250 337-4
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 461-0 461-0
PP 457-2 457-2
S1 453-4 453-4

Download as Excel Spreadsheet

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

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