CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 561-0 563-2 2-2 0.4% 596-2
High 572-0 563-2 -8-6 -1.5% 596-2
Low 554-4 557-0 2-4 0.5% 544-6
Close 569-4 563-2 -6-2 -1.1% 545-6
Range 17-4 6-2 -11-2 -64.3% 51-4
ATR 13-0 12-7 0-0 -0.3% 0-0
Volume 2,905 4,763 1,858 64.0% 8,852
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 579-7 577-7 566-6
R3 573-5 571-5 565-0
R2 567-3 567-3 564-3
R1 565-3 565-3 563-7 566-3
PP 561-1 561-1 561-1 561-6
S1 559-1 559-1 562-5 560-1
S2 554-7 554-7 562-1
S3 548-5 552-7 561-4
S4 542-3 546-5 559-6
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 716-6 682-6 574-1
R3 665-2 631-2 559-7
R2 613-6 613-6 555-2
R1 579-6 579-6 550-4 571-0
PP 562-2 562-2 562-2 557-7
S1 528-2 528-2 541-0 519-4
S2 510-6 510-6 536-2
S3 459-2 476-6 531-5
S4 407-6 425-2 517-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 572-0 540-0 32-0 5.7% 5-2 0.9% 73% False False 2,953
10 596-2 540-0 56-2 10.0% 6-4 1.1% 41% False False 2,253
20 596-2 540-0 56-2 10.0% 4-7 0.9% 41% False False 2,043
40 621-4 539-0 82-4 14.6% 4-4 0.8% 29% False False 1,691
60 686-4 539-0 147-4 26.2% 4-1 0.7% 16% False False 1,346
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 589-6
2.618 579-5
1.618 573-3
1.000 569-4
0.618 567-1
HIGH 563-2
0.618 560-7
0.500 560-1
0.382 559-3
LOW 557-0
0.618 553-1
1.000 550-6
1.618 546-7
2.618 540-5
4.250 530-4
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 562-2 560-7
PP 561-1 558-3
S1 560-1 556-0

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

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