CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 573-4 587-0 13-4 2.4% 562-2
High 582-0 588-0 6-0 1.0% 574-0
Low 573-4 585-6 12-2 2.1% 549-0
Close 581-2 589-0 7-6 1.3% 555-6
Range 8-4 2-2 -6-2 -73.5% 25-0
ATR 12-7 12-3 -0-3 -3.4% 0-0
Volume 1,580 2,283 703 44.5% 11,135
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 594-3 593-7 590-2
R3 592-1 591-5 589-5
R2 589-7 589-7 589-3
R1 589-3 589-3 589-2 589-5
PP 587-5 587-5 587-5 587-6
S1 587-1 587-1 588-6 587-3
S2 585-3 585-3 588-5
S3 583-1 584-7 588-3
S4 580-7 582-5 587-6
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
5 588-0 549-0 39-0 6.6% 3-0 0.5% 103% True False 2,480
10 588-0 549-0 39-0 6.6% 2-2 0.4% 103% True False 1,902
20 588-0 539-0 49-0 8.3% 4-1 0.7% 102% True False 1,576
40 640-4 539-0 101-4 17.2% 2-6 0.5% 49% False False 1,257
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 0-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 597-4
2.618 593-7
1.618 591-5
1.000 590-2
0.618 589-3
HIGH 588-0
0.618 587-1
0.500 586-7
0.382 586-5
LOW 585-6
0.618 584-3
1.000 583-4
1.618 582-1
2.618 579-7
4.250 576-2
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 588-2 582-7
PP 587-5 576-6
S1 586-7 570-5

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

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