CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 562-0 553-2 -8-6 -1.6% 562-2
High 562-0 556-0 -6-0 -1.1% 574-0
Low 562-0 553-2 -8-6 -1.6% 549-0
Close 562-2 555-6 -6-4 -1.2% 555-6
Range 0-0 2-6 2-6 25-0
ATR 12-0 11-7 -0-2 -1.8% 0-0
Volume 3,449 2,950 -499 -14.5% 11,135
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 563-2 562-2 557-2
R3 560-4 559-4 556-4
R2 557-6 557-6 556-2
R1 556-6 556-6 556-0 557-2
PP 555-0 555-0 555-0 555-2
S1 554-0 554-0 555-4 554-4
S2 552-2 552-2 555-2
S3 549-4 551-2 555-0
S4 546-6 548-4 554-2
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 634-5 620-1 569-4
R3 609-5 595-1 562-5
R2 584-5 584-5 560-3
R1 570-1 570-1 558-0 564-7
PP 559-5 559-5 559-5 557-0
S1 545-1 545-1 553-4 539-7
S2 534-5 534-5 551-1
S3 509-5 520-1 548-7
S4 484-5 495-1 542-0
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 4.5% 1-2 0.2% 27% False False 2,227
10 574-0 539-0 35-0 6.3% 2-4 0.4% 48% False False 1,768
20 585-0 539-0 46-0 8.3% 4-0 0.7% 36% False False 1,519
40 640-4 539-0 101-4 18.3% 2-5 0.5% 17% False False 1,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 567-6
2.618 563-2
1.618 560-4
1.000 558-6
0.618 557-6
HIGH 556-0
0.618 555-0
0.500 554-5
0.382 554-2
LOW 553-2
0.618 551-4
1.000 550-4
1.618 548-6
2.618 546-0
4.250 541-4
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 555-3 555-5
PP 555-0 555-5
S1 554-5 555-4

Download as Excel Spreadsheet

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

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