CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 16-May-2013

Day Change Summary
	Previous	Current
	15-May-2013	16-May-2013	Change	Change %	Previous Week
Open	735-0	718-4	-16-4	-2.2%	738-0
High	735-4	723-4	-12-0	-1.6%	751-4
Low	717-4	706-6	-10-6	-1.5%	724-2
Close	718-4	713-0	-5-4	-0.8%	730-0
Range	18-0	16-6	-1-2	-6.9%	27-2
ATR	16-6	16-6	0-0	0.0%	0-0
Volume	12,973	18,214	5,241	40.4%	99,320

Daily Pivots for day following 16-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	764-5	755-5	722-2
R3	747-7	738-7	717-5
R2	731-1	731-1	716-1
R1	722-1	722-1	714-4	718-2
PP	714-3	714-3	714-3	712-4
S1	705-3	705-3	711-4	701-4
S2	697-5	697-5	709-7
S3	680-7	688-5	708-3
S4	664-1	671-7	703-6

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	817-0	800-6	745-0
R3	789-6	773-4	737-4
R2	762-4	762-4	735-0
R1	746-2	746-2	732-4	740-6
PP	735-2	735-2	735-2	732-4
S1	719-0	719-0	727-4	713-4
S2	708-0	708-0	725-0
S3	680-6	691-6	722-4
S4	653-4	664-4	715-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	748-0	706-6	41-2	5.8%	16-2	2.3%	15%	False	True	18,199
10	758-2	706-6	51-4	7.2%	16-1	2.3%	12%	False	True	18,175
20	758-6	706-6	52-0	7.3%	16-5	2.3%	12%	False	True	16,383

Crabel Price Patterns
NR	True
NR4	False
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	3-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	794-6
2.618	767-3
1.618	750-5
1.000	740-2
0.618	733-7
HIGH	723-4
0.618	717-1
0.500	715-1
0.382	713-1
LOW	706-6
0.618	696-3
1.000	690-0
1.618	679-5
2.618	662-7
4.250	635-4

Fisher Pivots for day following 16-May-2013
Pivot	1 day	3 day
R1	715-1	724-0
PP	714-3	720-3
S1	713-6	716-5

Download as Excel Spreadsheet

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

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