CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 470-0 477-4 7-4 1.6% 442-4
High 473-0 495-4 22-4 4.8% 481-4
Low 461-0 476-0 15-0 3.3% 441-0
Close 468-0 494-2 26-2 5.6% 468-0
Range 12-0 19-4 7-4 62.5% 40-4
ATR 14-6 15-5 0-7 6.2% 0-0
Volume 61,625 38,632 -22,993 -37.3% 192,230
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 547-1 540-1 505-0
R3 527-5 520-5 499-5
R2 508-1 508-1 497-7
R1 501-1 501-1 496-0 504-5
PP 488-5 488-5 488-5 490-2
S1 481-5 481-5 492-4 485-1
S2 469-1 469-1 490-5
S3 449-5 462-1 488-7
S4 430-1 442-5 483-4
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
5 495-4 454-0 41-4 8.4% 14-5 3.0% 97% True False 40,677
10 495-4 439-0 56-4 11.4% 13-7 2.8% 98% True False 36,240
20 495-4 439-0 56-4 11.4% 14-0 2.8% 98% True False 36,047
40 516-0 439-0 77-0 15.6% 13-1 2.7% 72% False False 36,052
60 584-4 439-0 145-4 29.4% 13-2 2.7% 38% False False 34,018
80 618-4 439-0 179-4 36.3% 13-0 2.6% 31% False False 30,005
100 723-4 439-0 284-4 57.6% 13-1 2.7% 19% False False 27,462
120 723-4 439-0 284-4 57.6% 12-6 2.6% 19% False False 24,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 578-3
2.618 546-4
1.618 527-0
1.000 515-0
0.618 507-4
HIGH 495-4
0.618 488-0
0.500 485-6
0.382 483-4
LOW 476-0
0.618 464-0
1.000 456-4
1.618 444-4
2.618 425-0
4.250 393-1
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 491-3 488-7
PP 488-5 483-5
S1 485-6 478-2

Download as Excel Spreadsheet

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

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