CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 546-4 558-4 12-0 2.2% 569-0
High 546-4 559-2 12-6 2.3% 573-4
Low 539-0 558-0 19-0 3.5% 553-4
Close 538-2 559-2 21-0 3.9% 558-2
Range 7-4 1-2 -6-2 -83.3% 20-0
ATR 10-6 11-4 0-6 6.8% 0-0
Volume 1,557 2,035 478 30.7% 5,753
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 562-5 562-1 560-0
R3 561-3 560-7 559-5
R2 560-1 560-1 559-4
R1 559-5 559-5 559-3 559-7
PP 558-7 558-7 558-7 559-0
S1 558-3 558-3 559-1 558-5
S2 557-5 557-5 559-0
S3 556-3 557-1 558-7
S4 555-1 555-7 558-4
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
5 572-4 539-0 33-4 6.0% 6-7 1.2% 60% False False 1,491
10 573-4 539-0 34-4 6.2% 6-2 1.1% 59% False False 1,318
20 621-4 539-0 82-4 14.8% 4-1 0.7% 25% False False 1,338
40 686-4 539-0 147-4 26.4% 3-6 0.7% 14% False False 998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 564-4
2.618 562-4
1.618 561-2
1.000 560-4
0.618 560-0
HIGH 559-2
0.618 558-6
0.500 558-5
0.382 558-4
LOW 558-0
0.618 557-2
1.000 556-6
1.618 556-0
2.618 554-6
4.250 552-6
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 559-0 555-7
PP 558-7 552-4
S1 558-5 549-1

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

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