CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 506-0 524-0 18-0 3.6% 557-0
High 520-0 527-0 7-0 1.3% 558-0
Low 505-4 507-4 2-0 0.4% 489-0
Close 515-6 521-0 5-2 1.0% 494-2
Range 14-4 19-4 5-0 34.5% 69-0
ATR 18-3 18-4 0-1 0.4% 0-0
Volume 56,540 39,810 -16,730 -29.6% 297,206
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 577-0 568-4 531-6
R3 557-4 549-0 526-3
R2 538-0 538-0 524-5
R1 529-4 529-4 522-6 524-0
PP 518-4 518-4 518-4 515-6
S1 510-0 510-0 519-2 504-4
S2 499-0 499-0 517-3
S3 479-4 490-4 515-5
S4 460-0 471-0 510-2
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 720-6 676-4 532-2
R3 651-6 607-4 513-2
R2 582-6 582-6 506-7
R1 538-4 538-4 500-5 526-1
PP 513-6 513-6 513-6 507-4
S1 469-4 469-4 487-7 457-1
S2 444-6 444-6 481-5
S3 375-6 400-4 475-2
S4 306-6 331-4 456-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 527-0 489-0 38-0 7.3% 14-7 2.9% 84% True False 47,740
10 573-0 489-0 84-0 16.1% 18-3 3.5% 38% False False 55,060
20 573-0 461-0 112-0 21.5% 18-0 3.5% 54% False False 48,967
40 573-0 439-0 134-0 25.7% 15-5 3.0% 61% False False 41,711
60 573-0 439-0 134-0 25.7% 14-4 2.8% 61% False False 40,380
80 584-4 439-0 145-4 27.9% 14-4 2.8% 56% False False 36,874
100 638-0 439-0 199-0 38.2% 13-7 2.7% 41% False False 33,037
120 723-4 439-0 284-4 54.6% 13-6 2.6% 29% False False 30,179
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 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 609-7
2.618 578-0
1.618 558-4
1.000 546-4
0.618 539-0
HIGH 527-0
0.618 519-4
0.500 517-2
0.382 515-0
LOW 507-4
0.618 495-4
1.000 488-0
1.618 476-0
2.618 456-4
4.250 424-5
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 519-6 517-7
PP 518-4 514-5
S1 517-2 511-4

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

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