CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 563-4 552-4 -11-0 -2.0% 573-4
High 563-4 552-4 -11-0 -2.0% 594-0
Low 548-0 552-4 4-4 0.8% 573-4
Close 546-2 552-4 6-2 1.1% 586-6
Range 15-4 0-0 -15-4 -100.0% 20-4
ATR 13-7 13-2 -0-4 -3.9% 0-0
Volume 1,166 3,400 2,234 191.6% 8,637
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 552-4 552-4 552-4
R3 552-4 552-4 552-4
R2 552-4 552-4 552-4
R1 552-4 552-4 552-4 552-4
PP 552-4 552-4 552-4 552-4
S1 552-4 552-4 552-4 552-4
S2 552-4 552-4 552-4
S3 552-4 552-4 552-4
S4 552-4 552-4 552-4
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 8.7% 6-4 1.2% 9% False False 1,775
10 596-2 548-0 48-2 8.7% 6-3 1.2% 9% False False 1,932
20 596-2 539-0 57-2 10.4% 4-6 0.9% 24% False False 1,808
40 625-6 539-0 86-6 15.7% 4-0 0.7% 16% False False 1,505
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 552-4
2.618 552-4
1.618 552-4
1.000 552-4
0.618 552-4
HIGH 552-4
0.618 552-4
0.500 552-4
0.382 552-4
LOW 552-4
0.618 552-4
1.000 552-4
1.618 552-4
2.618 552-4
4.250 552-4
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 552-4 560-0
PP 552-4 557-4
S1 552-4 555-0

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

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