CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 510-4 533-0 22-4 4.4% 497-0
High 525-0 538-0 13-0 2.5% 527-0
Low 507-4 528-0 20-4 4.0% 496-0
Close 523-0 531-6 8-6 1.7% 497-2
Range 17-4 10-0 -7-4 -42.9% 31-0
ATR 18-2 18-0 -0-2 -1.3% 0-0
Volume 55,787 60,450 4,663 8.4% 222,197
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 562-5 557-1 537-2
R3 552-5 547-1 534-4
R2 542-5 542-5 533-5
R1 537-1 537-1 532-5 534-7
PP 532-5 532-5 532-5 531-4
S1 527-1 527-1 530-7 524-7
S2 522-5 522-5 529-7
S3 512-5 517-1 529-0
S4 502-5 507-1 526-2
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 599-6 579-4 514-2
R3 568-6 548-4 505-6
R2 537-6 537-6 502-7
R1 517-4 517-4 500-1 527-5
PP 506-6 506-6 506-6 511-6
S1 486-4 486-4 494-3 496-5
S2 475-6 475-6 491-5
S3 444-6 455-4 488-6
S4 413-6 424-4 480-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 538-0 496-4 41-4 7.8% 14-6 2.8% 85% True False 48,254
10 538-0 489-0 49-0 9.2% 14-6 2.8% 87% True False 47,997
20 573-0 489-0 84-0 15.8% 17-0 3.2% 51% False False 49,971
40 573-0 439-0 134-0 25.2% 15-6 3.0% 69% False False 43,436
60 573-0 439-0 134-0 25.2% 15-0 2.8% 69% False False 41,109
80 584-4 439-0 145-4 27.4% 14-3 2.7% 64% False False 38,889
100 606-0 439-0 167-0 31.4% 14-1 2.6% 56% False False 34,655
120 723-4 439-0 284-4 53.5% 13-7 2.6% 33% False False 31,788
Crabel Price Patterns
NR True
NR4 True
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 2-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 580-4
2.618 564-1
1.618 554-1
1.000 548-0
0.618 544-1
HIGH 538-0
0.618 534-1
0.500 533-0
0.382 531-7
LOW 528-0
0.618 521-7
1.000 518-0
1.618 511-7
2.618 501-7
4.250 485-4
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 533-0 527-3
PP 532-5 523-1
S1 532-1 518-6

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

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