CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 574-4 587-4 13-0 2.3% 586-0
High 584-0 595-4 11-4 2.0% 586-6
Low 573-6 587-4 13-6 2.4% 579-0
Close 583-6 592-6 9-0 1.5% 586-0
Range 10-2 8-0 -2-2 -22.0% 7-6
ATR 12-1 12-1 0-0 -0.2% 0-0
Volume 3,668 2,262 -1,406 -38.3% 14,544
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 615-7 612-3 597-1
R3 607-7 604-3 595-0
R2 599-7 599-7 594-2
R1 596-3 596-3 593-4 598-1
PP 591-7 591-7 591-7 592-6
S1 588-3 588-3 592-0 590-1
S2 583-7 583-7 591-2
S3 575-7 580-3 590-4
S4 567-7 572-3 588-3
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 607-1 604-3 590-2
R3 599-3 596-5 588-1
R2 591-5 591-5 587-3
R1 588-7 588-7 586-6 589-7
PP 583-7 583-7 583-7 584-4
S1 581-1 581-1 585-2 582-1
S2 576-1 576-1 584-5
S3 568-3 573-3 583-7
S4 560-5 565-5 581-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 595-4 573-6 21-6 3.7% 3-7 0.6% 87% True False 3,175
10 627-4 573-6 53-6 9.1% 4-0 0.7% 35% False False 3,036
20 668-4 573-6 94-6 16.0% 5-4 0.9% 20% False False 3,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 629-4
2.618 616-4
1.618 608-4
1.000 603-4
0.618 600-4
HIGH 595-4
0.618 592-4
0.500 591-4
0.382 590-4
LOW 587-4
0.618 582-4
1.000 579-4
1.618 574-4
2.618 566-4
4.250 553-4
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 592-3 590-0
PP 591-7 587-3
S1 591-4 584-5

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

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