CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 546-0 546-4 0-4 0.1% 569-0
High 546-0 546-4 0-4 0.1% 573-4
Low 540-0 539-0 -1-0 -0.2% 553-4
Close 542-2 538-2 -4-0 -0.7% 558-2
Range 6-0 7-4 1-4 25.0% 20-0
ATR 11-0 10-6 -0-2 -2.3% 0-0
Volume 970 1,557 587 60.5% 5,753
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 563-6 558-4 542-3
R3 556-2 551-0 540-2
R2 548-6 548-6 539-5
R1 543-4 543-4 539-0 542-3
PP 541-2 541-2 541-2 540-6
S1 536-0 536-0 537-4 534-7
S2 533-6 533-6 536-7
S3 526-2 528-4 536-2
S4 518-6 521-0 534-1
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
5 573-4 539-0 34-4 6.4% 9-3 1.7% -2% False True 1,353
10 573-4 539-0 34-4 6.4% 6-1 1.1% -2% False True 1,250
20 621-4 539-0 82-4 15.3% 4-0 0.7% -1% False True 1,321
40 686-4 539-0 147-4 27.4% 3-5 0.7% -1% False True 954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 578-3
2.618 566-1
1.618 558-5
1.000 554-0
0.618 551-1
HIGH 546-4
0.618 543-5
0.500 542-6
0.382 541-7
LOW 539-0
0.618 534-3
1.000 531-4
1.618 526-7
2.618 519-3
4.250 507-1
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 542-6 551-0
PP 541-2 546-6
S1 539-6 542-4

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

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