CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	553-6	546-0	-7-6	-1.4%	569-0
High	563-0	546-0	-17-0	-3.0%	573-4
Low	553-6	540-0	-13-6	-2.5%	553-4
Close	558-2	542-2	-16-0	-2.9%	558-2
Range	9-2	6-0	-3-2	-35.1%	20-0
ATR	10-4	11-0	0-4	5.3%	0-0
Volume	2,099	970	-1,129	-53.8%	5,753

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	560-6	557-4	545-4
R3	554-6	551-4	543-7
R2	548-6	548-6	543-3
R1	545-4	545-4	542-6	544-1
PP	542-6	542-6	542-6	542-0
S1	539-4	539-4	541-6	538-1
S2	536-6	536-6	541-1
S3	530-6	533-4	540-5
S4	524-6	527-4	539-0

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	621-6	610-0	569-2
R3	601-6	590-0	563-6
R2	581-6	581-6	561-7
R1	570-0	570-0	560-1	565-7
PP	561-6	561-6	561-6	559-6
S1	550-0	550-0	556-3	545-7
S2	541-6	541-6	554-5
S3	521-6	530-0	552-6
S4	501-6	510-0	547-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	573-4	540-0	33-4	6.2%	9-6	1.8%	7%	False	True	1,212
10	574-0	540-0	34-0	6.3%	6-2	1.1%	7%	False	True	1,239
20	621-4	540-0	81-4	15.0%	3-7	0.7%	3%	False	True	1,317

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	571-4
2.618	561-6
1.618	555-6
1.000	552-0
0.618	549-6
HIGH	546-0
0.618	543-6
0.500	543-0
0.382	542-2
LOW	540-0
0.618	536-2
1.000	534-0
1.618	530-2
2.618	524-2
4.250	514-4

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	543-0	556-2
PP	542-6	551-5
S1	542-4	546-7

Download as Excel Spreadsheet

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

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