CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 458-0 459-0 1-0 0.2% 453-0
High 459-0 459-0 0-0 0.0% 474-0
Low 451-0 444-0 -7-0 -1.6% 448-0
Close 455-6 447-4 -8-2 -1.8% 449-6
Range 8-0 15-0 7-0 87.5% 26-0
ATR 14-3 14-3 0-0 0.3% 0-0
Volume 60,761 30,401 -30,360 -50.0% 163,631
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 495-1 486-3 455-6
R3 480-1 471-3 451-5
R2 465-1 465-1 450-2
R1 456-3 456-3 448-7 453-2
PP 450-1 450-1 450-1 448-5
S1 441-3 441-3 446-1 438-2
S2 435-1 435-1 444-6
S3 420-1 426-3 443-3
S4 405-1 411-3 439-2
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
5 474-0 444-0 30-0 6.7% 17-4 3.9% 12% False True 41,709
10 474-0 444-0 30-0 6.7% 13-3 3.0% 12% False True 36,300
20 494-2 444-0 50-2 11.2% 12-6 2.8% 7% False True 34,302
40 577-0 444-0 133-0 29.7% 13-0 2.9% 3% False True 38,104
60 584-4 444-0 140-4 31.4% 13-3 3.0% 2% False True 31,314
80 670-0 444-0 226-0 50.5% 12-7 2.9% 2% False True 27,863
100 723-4 444-0 279-4 62.5% 13-0 2.9% 1% False True 24,973
120 723-4 444-0 279-4 62.5% 12-1 2.7% 1% False True 21,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 522-6
2.618 498-2
1.618 483-2
1.000 474-0
0.618 468-2
HIGH 459-0
0.618 453-2
0.500 451-4
0.382 449-6
LOW 444-0
0.618 434-6
1.000 429-0
1.618 419-6
2.618 404-6
4.250 380-2
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 451-4 459-0
PP 450-1 455-1
S1 448-7 451-3

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

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