CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 569-0 553-4 -15-4 -2.7% 574-0
High 569-0 563-0 -6-0 -1.1% 574-0
Low 569-0 553-4 -15-4 -2.7% 557-0
Close 556-6 562-2 5-4 1.0% 565-0
Range 0-0 9-4 9-4 17-0
ATR 10-3 10-3 -0-1 -0.6% 0-0
Volume 663 851 188 28.4% 5,671
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 588-1 584-5 567-4
R3 578-5 575-1 564-7
R2 569-1 569-1 564-0
R1 565-5 565-5 563-1 567-3
PP 559-5 559-5 559-5 560-4
S1 556-1 556-1 561-3 557-7
S2 550-1 550-1 560-4
S3 540-5 546-5 559-5
S4 531-1 537-1 557-0
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 616-3 607-5 574-3
R3 599-3 590-5 569-5
R2 582-3 582-3 568-1
R1 573-5 573-5 566-4 569-4
PP 565-3 565-3 565-3 563-2
S1 556-5 556-5 563-4 552-4
S2 548-3 548-3 561-7
S3 531-3 539-5 560-3
S4 514-3 522-5 555-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 569-0 553-4 15-4 2.8% 2-6 0.5% 56% False True 1,147
10 613-0 553-4 59-4 10.6% 3-2 0.6% 15% False True 1,361
20 640-4 553-4 87-0 15.5% 2-0 0.3% 10% False True 1,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -1-1
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 603-3
2.618 587-7
1.618 578-3
1.000 572-4
0.618 568-7
HIGH 563-0
0.618 559-3
0.500 558-2
0.382 557-1
LOW 553-4
0.618 547-5
1.000 544-0
1.618 538-1
2.618 528-5
4.250 513-1
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 560-7 561-7
PP 559-5 561-5
S1 558-2 561-2

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

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