CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 579-4 563-0 -16-4 -2.8% 505-4
High 581-0 570-0 -11-0 -1.9% 540-0
Low 564-4 553-0 -11-4 -2.0% 499-4
Close 566-2 562-4 -3-6 -0.7% 539-0
Range 16-4 17-0 0-4 3.0% 40-4
ATR 17-7 17-6 0-0 -0.3% 0-0
Volume 69,550 57,575 -11,975 -17.2% 312,224
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 612-7 604-5 571-7
R3 595-7 587-5 567-1
R2 578-7 578-7 565-5
R1 570-5 570-5 564-0 566-2
PP 561-7 561-7 561-7 559-5
S1 553-5 553-5 561-0 549-2
S2 544-7 544-7 559-3
S3 527-7 536-5 557-7
S4 510-7 519-5 553-1
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 647-5 633-7 561-2
R3 607-1 593-3 550-1
R2 566-5 566-5 546-3
R1 552-7 552-7 542-6 559-6
PP 526-1 526-1 526-1 529-5
S1 512-3 512-3 535-2 519-2
S2 485-5 485-5 531-5
S3 445-1 471-7 527-7
S4 404-5 431-3 516-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 581-0 529-0 52-0 9.2% 15-0 2.7% 64% False False 64,535
10 581-0 496-4 84-4 15.0% 15-5 2.8% 78% False False 58,601
20 581-0 489-0 92-0 16.4% 16-6 3.0% 80% False False 56,420
40 581-0 439-0 142-0 25.2% 16-2 2.9% 87% False False 48,882
60 581-0 439-0 142-0 25.2% 15-1 2.7% 87% False False 43,730
80 584-4 439-0 145-4 25.9% 14-4 2.6% 85% False False 42,523
100 584-4 439-0 145-4 25.9% 14-2 2.5% 85% False False 37,474
120 704-0 439-0 265-0 47.1% 14-0 2.5% 47% False False 34,293
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
4.250 642-2
2.618 614-4
1.618 597-4
1.000 587-0
0.618 580-4
HIGH 570-0
0.618 563-4
0.500 561-4
0.382 559-4
LOW 553-0
0.618 542-4
1.000 536-0
1.618 525-4
2.618 508-4
4.250 480-6
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 562-1 567-0
PP 561-7 565-4
S1 561-4 564-0

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

View Archives - Comment on this page... - Back to Index of Symbols