CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	577-0	564-4	-12-4	-2.2%	578-6
High	579-0	564-4	-14-4	-2.5%	599-0
Low	577-0	561-4	-15-4	-2.7%	573-6
Close	579-6	563-4	-16-2	-2.8%	579-6
Range	2-0	3-0	1-0	50.0%	25-2
ATR	11-7	12-3	0-4	3.8%	0-0
Volume	2,439	1,831	-608	-24.9%	14,253

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	572-1	570-7	565-1
R3	569-1	567-7	564-3
R2	566-1	566-1	564-0
R1	564-7	564-7	563-6	564-0
PP	563-1	563-1	563-1	562-6
S1	561-7	561-7	563-2	561-0
S2	560-1	560-1	563-0
S3	557-1	558-7	562-5
S4	554-1	555-7	561-7

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	659-7	645-1	593-5
R3	634-5	619-7	586-6
R2	609-3	609-3	584-3
R1	594-5	594-5	582-1	602-0
PP	584-1	584-1	584-1	587-7
S1	569-3	569-3	577-3	576-6
S2	558-7	558-7	575-1
S3	533-5	544-1	572-6
S4	508-3	518-7	565-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	599-0	561-4	37-4	6.7%	7-7	1.4%	5%	False	True	2,713
10	599-0	561-4	37-4	6.7%	4-6	0.8%	5%	False	True	3,062
20	646-2	561-4	84-6	15.0%	6-1	1.1%	2%	False	True	3,357

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	0-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	577-2
2.618	572-3
1.618	569-3
1.000	567-4
0.618	566-3
HIGH	564-4
0.618	563-3
0.500	563-0
0.382	562-5
LOW	561-4
0.618	559-5
1.000	558-4
1.618	556-5
2.618	553-5
4.250	548-6

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	563-3	580-2
PP	563-1	574-5
S1	563-0	569-1

Download as Excel Spreadsheet

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

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