CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 572-0 581-0 9-0 1.6% 540-0
High 581-0 581-0 0-0 0.0% 600-4
Low 572-0 561-0 -11-0 -1.9% 540-0
Close 570-4 560-4 -10-0 -1.8% 600-4
Range 9-0 20-0 11-0 122.2% 60-4
ATR 13-6 14-2 0-4 3.2% 0-0
Volume 5,545 5,500 -45 -0.8% 14,700
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 627-4 614-0 571-4
R3 607-4 594-0 566-0
R2 587-4 587-4 564-1
R1 574-0 574-0 562-3 570-6
PP 567-4 567-4 567-4 565-7
S1 554-0 554-0 558-5 550-6
S2 547-4 547-4 556-7
S3 527-4 534-0 555-0
S4 507-4 514-0 549-4
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 761-7 741-5 633-6
R3 701-3 681-1 617-1
R2 640-7 640-7 611-5
R1 620-5 620-5 606-0 630-6
PP 580-3 580-3 580-3 585-3
S1 560-1 560-1 595-0 570-2
S2 519-7 519-7 589-3
S3 459-3 499-5 583-7
S4 398-7 439-1 567-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 600-4 561-0 39-4 7.0% 14-1 2.5% -1% False True 4,302
10 600-4 540-0 60-4 10.8% 10-6 1.9% 34% False False 3,392
20 600-4 540-0 60-4 10.8% 8-4 1.5% 34% False False 2,662
40 600-4 539-0 61-4 11.0% 6-2 1.1% 35% False False 2,060
60 640-4 539-0 101-4 18.1% 4-4 0.8% 21% False False 1,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 666-0
2.618 633-3
1.618 613-3
1.000 601-0
0.618 593-3
HIGH 581-0
0.618 573-3
0.500 571-0
0.382 568-5
LOW 561-0
0.618 548-5
1.000 541-0
1.618 528-5
2.618 508-5
4.250 476-0
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 571-0 580-4
PP 567-4 573-7
S1 564-0 567-1

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

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