CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 516-0 521-0 5-0 1.0% 477-4
High 526-0 547-0 21-0 4.0% 527-4
Low 509-0 521-0 12-0 2.4% 476-0
Close 517-4 542-4 25-0 4.8% 498-6
Range 17-0 26-0 9-0 52.9% 51-4
ATR 16-4 17-3 0-7 5.7% 0-0
Volume 41,029 45,349 4,320 10.5% 228,595
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 614-7 604-5 556-6
R3 588-7 578-5 549-5
R2 562-7 562-7 547-2
R1 552-5 552-5 544-7 557-6
PP 536-7 536-7 536-7 539-3
S1 526-5 526-5 540-1 531-6
S2 510-7 510-7 537-6
S3 484-7 500-5 535-3
S4 458-7 474-5 528-2
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 655-2 628-4 527-1
R3 603-6 577-0 512-7
R2 552-2 552-2 508-2
R1 525-4 525-4 503-4 538-7
PP 500-6 500-6 500-6 507-4
S1 474-0 474-0 494-0 487-3
S2 449-2 449-2 489-2
S3 397-6 422-4 484-5
S4 346-2 371-0 470-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 547-0 496-0 51-0 9.4% 16-4 3.0% 91% True False 41,508
10 547-0 461-0 86-0 15.9% 17-5 3.2% 95% True False 42,874
20 547-0 439-0 108-0 19.9% 16-0 3.0% 96% True False 40,564
40 547-0 439-0 108-0 19.9% 14-2 2.6% 96% True False 37,214
60 584-4 439-0 145-4 26.8% 13-6 2.5% 71% False False 37,241
80 584-4 439-0 145-4 26.8% 13-7 2.5% 71% False False 32,212
100 720-0 439-0 281-0 51.8% 13-4 2.5% 37% False False 29,517
120 723-4 439-0 284-4 52.4% 13-2 2.4% 36% False False 26,313
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 3-3
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 657-4
2.618 615-1
1.618 589-1
1.000 573-0
0.618 563-1
HIGH 547-0
0.618 537-1
0.500 534-0
0.382 530-7
LOW 521-0
0.618 504-7
1.000 495-0
1.618 478-7
2.618 452-7
4.250 410-4
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 539-5 537-0
PP 536-7 531-3
S1 534-0 525-7

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

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