CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	573-4	587-0	13-4	2.4%	562-2
High	582-0	588-0	6-0	1.0%	574-0
Low	573-4	585-6	12-2	2.1%	549-0
Close	581-2	589-0	7-6	1.3%	555-6
Range	8-4	2-2	-6-2	-73.5%	25-0
ATR	12-7	12-3	-0-3	-3.4%	0-0
Volume	1,580	2,283	703	44.5%	11,135

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	594-3	593-7	590-2
R3	592-1	591-5	589-5
R2	589-7	589-7	589-3
R1	589-3	589-3	589-2	589-5
PP	587-5	587-5	587-5	587-6
S1	587-1	587-1	588-6	587-3
S2	585-3	585-3	588-5
S3	583-1	584-7	588-3
S4	580-7	582-5	587-6

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	634-5	620-1	569-4
R3	609-5	595-1	562-5
R2	584-5	584-5	560-3
R1	570-1	570-1	558-0	564-7
PP	559-5	559-5	559-5	557-0
S1	545-1	545-1	553-4	539-7
S2	534-5	534-5	551-1
S3	509-5	520-1	548-7
S4	484-5	495-1	542-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	588-0	549-0	39-0	6.6%	3-0	0.5%	103%	True	False	2,480
10	588-0	549-0	39-0	6.6%	2-2	0.4%	103%	True	False	1,902
20	588-0	539-0	49-0	8.3%	4-1	0.7%	102%	True	False	1,576
40	640-4	539-0	101-4	17.2%	2-6	0.5%	49%	False	False	1,257

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	0-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	597-4
2.618	593-7
1.618	591-5
1.000	590-2
0.618	589-3
HIGH	588-0
0.618	587-1
0.500	586-7
0.382	586-5
LOW	585-6
0.618	584-3
1.000	583-4
1.618	582-1
2.618	579-7
4.250	576-2

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	588-2	582-7
PP	587-5	576-6
S1	586-7	570-5

Download as Excel Spreadsheet

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

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