CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	592-4	592-0	-0-4	-0.1%	562-2
High	592-4	594-0	1-4	0.3%	574-0
Low	581-0	587-6	6-6	1.2%	549-0
Close	567-0	591-6	24-6	4.4%	555-6
Range	11-4	6-2	-5-2	-45.7%	25-0
ATR	12-3	13-3	1-0	8.5%	0-0
Volume	1,340	2,295	955	71.3%	11,135

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	609-7	607-1	595-2
R3	603-5	600-7	593-4
R2	597-3	597-3	592-7
R1	594-5	594-5	592-3	592-7
PP	591-1	591-1	591-1	590-2
S1	588-3	588-3	591-1	586-5
S2	584-7	584-7	590-5
S3	578-5	582-1	590-0
S4	572-3	575-7	588-2

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	594-0	553-2	40-6	6.9%	6-2	1.1%	94%	True	False	2,089
10	594-0	549-0	45-0	7.6%	3-6	0.6%	95%	True	False	1,923
20	594-0	539-0	55-0	9.3%	5-0	0.9%	96%	True	False	1,621
40	640-4	539-0	101-4	17.2%	3-2	0.5%	52%	False	False	1,336

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	0-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	620-4
2.618	610-3
1.618	604-1
1.000	600-2
0.618	597-7
HIGH	594-0
0.618	591-5
0.500	590-7
0.382	590-1
LOW	587-6
0.618	583-7
1.000	581-4
1.618	577-5
2.618	571-3
4.250	561-2

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	591-4	590-3
PP	591-1	588-7
S1	590-7	587-4

Download as Excel Spreadsheet

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

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