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

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

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