CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 467-0 470-0 3-0 0.6% 442-4
High 481-4 473-0 -8-4 -1.8% 481-4
Low 465-0 461-0 -4-0 -0.9% 441-0
Close 474-0 468-0 -6-0 -1.3% 468-0
Range 16-4 12-0 -4-4 -27.3% 40-4
ATR 14-7 14-6 -0-1 -0.9% 0-0
Volume 26,401 61,625 35,224 133.4% 192,230
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 503-3 497-5 474-5
R3 491-3 485-5 471-2
R2 479-3 479-3 470-2
R1 473-5 473-5 469-1 470-4
PP 467-3 467-3 467-3 465-6
S1 461-5 461-5 466-7 458-4
S2 455-3 455-3 465-6
S3 443-3 449-5 464-6
S4 431-3 437-5 461-3
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 585-0 567-0 490-2
R3 544-4 526-4 479-1
R2 504-0 504-0 475-3
R1 486-0 486-0 471-6 495-0
PP 463-4 463-4 463-4 468-0
S1 445-4 445-4 464-2 454-4
S2 423-0 423-0 460-5
S3 382-4 405-0 456-7
S4 342-0 364-4 445-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 481-4 441-0 40-4 8.7% 12-6 2.7% 67% False False 38,446
10 481-4 439-0 42-4 9.1% 12-6 2.7% 68% False False 38,453
20 481-4 439-0 42-4 9.1% 13-4 2.9% 68% False False 36,063
40 516-0 439-0 77-0 16.5% 13-0 2.8% 38% False False 36,126
60 584-4 439-0 145-4 31.1% 13-2 2.8% 20% False False 33,681
80 618-4 439-0 179-4 38.4% 12-6 2.7% 16% False False 29,770
100 723-4 439-0 284-4 60.8% 13-0 2.8% 10% False False 27,156
120 723-4 439-0 284-4 60.8% 12-5 2.7% 10% False False 23,904
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 524-0
2.618 504-3
1.618 492-3
1.000 485-0
0.618 480-3
HIGH 473-0
0.618 468-3
0.500 467-0
0.382 465-5
LOW 461-0
0.618 453-5
1.000 449-0
1.618 441-5
2.618 429-5
4.250 410-0
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 467-5 468-3
PP 467-3 468-2
S1 467-0 468-1

Download as Excel Spreadsheet

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

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