The Wigner crystal, an ordered array of electrons, is one of the very first proposed many-body phases stabilized by the electron-electron interaction. We examine this quantum phase with simultaneous capacitance and conductance measurements, and observe a large capacitive response while the conductance vanishes. We study one sample with four devices whose length scale is comparable with the crystal's correlation length, and deduce the crystal's elastic modulus, permittivity, pinning strength, etc. Such a systematic quantitative investigation of all properties on a single sample has a great promise to advance the study of Wigner crystals.