CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	582-4	569-2	-13-2	-2.3%	564-4
High	585-0	585-0	0-0	0.0%	587-6
Low	565-2	569-2	4-0	0.7%	557-6
Close	566-0	583-4	17-4	3.1%	583-4
Range	19-6	15-6	-4-0	-20.3%	30-0
ATR	13-5	14-0	0-3	2.9%	0-0
Volume	4,186	5,711	1,525	36.4%	15,203

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	626-4	620-6	592-1
R3	610-6	605-0	587-7
R2	595-0	595-0	586-3
R1	589-2	589-2	585-0	592-1
PP	579-2	579-2	579-2	580-6
S1	573-4	573-4	582-0	576-3
S2	563-4	563-4	580-5
S3	547-6	557-6	579-1
S4	532-0	542-0	574-7

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	666-3	654-7	600-0
R3	636-3	624-7	591-6
R2	606-3	606-3	589-0
R1	594-7	594-7	586-2	600-5
PP	576-3	576-3	576-3	579-2
S1	564-7	564-7	580-6	570-5
S2	546-3	546-3	578-0
S3	516-3	534-7	575-2
S4	486-3	504-7	567-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	594-0	565-2	28-6	4.9%	10-4	1.8%	63%	False	False	3,983
10	594-0	557-6	36-2	6.2%	7-1	1.2%	71%	False	False	3,528
20	609-6	557-6	52-0	8.9%	5-5	1.0%	50%	False	False	3,323
40	675-4	557-6	117-6	20.2%	5-6	1.0%	22%	False	False	3,327

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	652-0
2.618	626-2
1.618	610-4
1.000	600-6
0.618	594-6
HIGH	585-0
0.618	579-0
0.500	577-1
0.382	575-2
LOW	569-2
0.618	559-4
1.000	553-4
1.618	543-6
2.618	528-0
4.250	502-2

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	581-3	582-2
PP	579-2	580-7
S1	577-1	579-5

Download as Excel Spreadsheet

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

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