CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	574-0	550-2	-23-6	-4.1%	546-0
High	574-0	550-2	-23-6	-4.1%	566-0
Low	572-0	549-0	-23-0	-4.0%	539-0
Close	569-2	545-0	-24-2	-4.3%	563-0
Range	2-0	1-2	-0-6	-37.5%	27-0
ATR	11-0	11-5	0-5	6.0%	0-0
Volume	1,445	2,142	697	48.2%	6,552

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	551-7	549-5	545-6
R3	550-5	548-3	545-3
R2	549-3	549-3	545-2
R1	547-1	547-1	545-1	547-5
PP	548-1	548-1	548-1	548-2
S1	545-7	545-7	544-7	546-3
S2	546-7	546-7	544-6
S3	545-5	544-5	544-5
S4	544-3	543-3	544-2

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	574-0	549-0	25-0	4.6%	1-4	0.3%	-16%	False	True	1,345
10	574-0	539-0	35-0	6.4%	4-2	0.8%	17%	False	False	1,418
20	606-2	539-0	67-2	12.3%	4-0	0.7%	9%	False	False	1,374
40	640-4	539-0	101-4	18.6%	2-4	0.5%	6%	False	False	1,080

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	555-4
2.618	553-4
1.618	552-2
1.000	551-4
0.618	551-0
HIGH	550-2
0.618	549-6
0.500	549-5
0.382	549-4
LOW	549-0
0.618	548-2
1.000	547-6
1.618	547-0
2.618	545-6
4.250	543-6

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	549-5	561-4
PP	548-1	556-0
S1	546-4	550-4

Download as Excel Spreadsheet

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

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