CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	572-0	563-4	-8-4	-1.5%	573-4
High	572-0	563-4	-8-4	-1.5%	594-0
Low	572-0	548-0	-24-0	-4.2%	573-4
Close	572-0	546-2	-25-6	-4.5%	586-6
Range	0-0	15-4	15-4		20-4
ATR	13-0	13-7	0-6	6.0%	0-0
Volume	2,346	1,166	-1,180	-50.3%	8,637

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	599-1	588-1	554-6
R3	583-5	572-5	550-4
R2	568-1	568-1	549-1
R1	557-1	557-1	547-5	554-7
PP	552-5	552-5	552-5	551-4
S1	541-5	541-5	544-7	539-3
S2	537-1	537-1	543-3
S3	521-5	526-1	542-0
S4	506-1	510-5	537-6

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	646-2	637-0	598-0
R3	625-6	616-4	592-3
R2	605-2	605-2	590-4
R1	596-0	596-0	588-5	600-5
PP	584-6	584-6	584-6	587-0
S1	575-4	575-4	584-7	580-1
S2	564-2	564-2	583-0
S3	543-6	555-0	581-1
S4	523-2	534-4	575-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	596-2	548-0	48-2	8.8%	7-6	1.4%	-4%	False	True	1,554
10	596-2	548-0	48-2	8.8%	6-3	1.2%	-4%	False	True	1,937
20	596-2	539-0	57-2	10.5%	5-2	1.0%	13%	False	False	1,677
40	640-4	539-0	101-4	18.6%	4-0	0.7%	7%	False	False	1,428

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	629-3
2.618	604-1
1.618	588-5
1.000	579-0
0.618	573-1
HIGH	563-4
0.618	557-5
0.500	555-6
0.382	553-7
LOW	548-0
0.618	538-3
1.000	532-4
1.618	522-7
2.618	507-3
4.250	482-1

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	555-6	572-1
PP	552-5	563-4
S1	549-3	554-7

Download as Excel Spreadsheet

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

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