CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	566-0	562-2	-3-6	-0.7%	546-0
High	566-0	562-2	-3-6	-0.7%	566-0
Low	563-0	562-0	-1-0	-0.2%	539-0
Close	563-0	559-6	-3-2	-0.6%	563-0
Range	3-0	0-2	-2-6	-91.7%	27-0
ATR	11-4	10-6	-0-6	-6.5%	0-0
Volume	606	1,149	543	89.6%	6,552

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	562-1	561-1	559-7
R3	561-7	560-7	559-7
R2	561-5	561-5	559-6
R1	560-5	560-5	559-6	561-0
PP	561-3	561-3	561-3	561-4
S1	560-3	560-3	559-6	560-6
S2	561-1	561-1	559-6
S3	560-7	560-1	559-5
S4	560-5	559-7	559-5

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	637-0	627-0	577-7
R3	610-0	600-0	570-3
R2	583-0	583-0	568-0
R1	573-0	573-0	565-4	578-0
PP	556-0	556-0	556-0	558-4
S1	546-0	546-0	560-4	551-0
S2	529-0	529-0	558-0
S3	502-0	519-0	555-5
S4	475-0	492-0	548-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	566-0	539-0	27-0	4.8%	2-5	0.5%	77%	False	False	1,346
10	573-4	539-0	34-4	6.2%	6-1	1.1%	60%	False	False	1,279
20	621-4	539-0	82-4	14.7%	4-2	0.8%	25%	False	False	1,335
40	673-0	539-0	134-0	23.9%	3-3	0.6%	15%	False	False	1,020

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 10 trading days

Fibonacci Retracements and Extensions
4.250	563-2
2.618	562-7
1.618	562-5
1.000	562-4
0.618	562-3
HIGH	562-2
0.618	562-1
0.500	562-1
0.382	562-1
LOW	562-0
0.618	561-7
1.000	561-6
1.618	561-5
2.618	561-3
4.250	561-0

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	562-1	559-3
PP	561-3	558-7
S1	560-4	558-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols