CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 587-6 591-4 3-6 0.6% 564-4
High 587-6 591-4 3-6 0.6% 587-6
Low 587-6 579-6 -8-0 -1.4% 557-6
Close 583-4 580-2 -3-2 -0.6% 583-4
Range 0-0 11-6 11-6 30-0
ATR 12-6 12-5 -0-1 -0.5% 0-0
Volume 2,273 3,128 855 37.6% 15,203
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 619-1 611-3 586-6
R3 607-3 599-5 583-4
R2 595-5 595-5 582-3
R1 587-7 587-7 581-3 585-7
PP 583-7 583-7 583-7 582-6
S1 576-1 576-1 579-1 574-1
S2 572-1 572-1 578-1
S3 560-3 564-3 577-0
S4 548-5 552-5 573-6
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 666-3 654-7 600-0
R3 636-3 624-7 591-6
R2 606-3 606-3 589-0
R1 594-7 594-7 586-2 600-5
PP 576-3 576-3 576-3 579-2
S1 564-7 564-7 580-6 570-5
S2 546-3 546-3 578-0
S3 516-3 534-7 575-2
S4 486-3 504-7 567-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 591-4 557-6 33-6 5.8% 5-2 0.9% 67% True False 3,300
10 599-0 557-6 41-2 7.1% 6-4 1.1% 55% False False 3,006
20 646-2 557-6 88-4 15.3% 5-6 1.0% 25% False False 3,031
40 692-2 557-6 134-4 23.2% 6-0 1.0% 17% False False 3,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 641-4
2.618 622-2
1.618 610-4
1.000 603-2
0.618 598-6
HIGH 591-4
0.618 587-0
0.500 585-5
0.382 584-2
LOW 579-6
0.618 572-4
1.000 568-0
1.618 560-6
2.618 549-0
4.250 529-6
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 585-5 581-6
PP 583-7 581-2
S1 582-0 580-6

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

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