CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	580-2	575-4	-4-6	-0.8%	578-6
High	580-2	576-0	-4-2	-0.7%	599-0
Low	580-2	572-0	-8-2	-1.4%	573-6
Close	580-2	572-0	-8-2	-1.4%	579-6
Range	0-0	4-0	4-0		25-2
ATR	12-7	12-4	-0-3	-2.5%	0-0
Volume	2,902	4,343	1,441	49.7%	14,253

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	585-3	582-5	574-2
R3	581-3	578-5	573-1
R2	577-3	577-3	572-6
R1	574-5	574-5	572-3	574-0
PP	573-3	573-3	573-3	573-0
S1	570-5	570-5	571-5	570-0
S2	569-3	569-3	571-2
S3	565-3	566-5	570-7
S4	561-3	562-5	569-6

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	580-2	557-6	22-4	3.9%	3-7	0.7%	63%	False	False	3,073
10	599-0	557-6	41-2	7.2%	5-4	1.0%	35%	False	False	3,065
20	646-2	557-6	88-4	15.5%	6-4	1.1%	16%	False	False	3,200
40	692-2	557-6	134-4	23.5%	5-5	1.0%	11%	False	False	3,294

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	0-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	593-0
2.618	586-4
1.618	582-4
1.000	580-0
0.618	578-4
HIGH	576-0
0.618	574-4
0.500	574-0
0.382	573-4
LOW	572-0
0.618	569-4
1.000	568-0
1.618	565-4
2.618	561-4
4.250	555-0

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	574-0	571-0
PP	573-3	570-0
S1	572-5	569-0

Download as Excel Spreadsheet

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

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