CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	591-4	592-0	0-4	0.1%	564-4
High	591-4	594-0	2-4	0.4%	587-6
Low	579-6	589-0	9-2	1.6%	557-6
Close	580-2	589-6	9-4	1.6%	583-4
Range	11-6	5-0	-6-6	-57.4%	30-0
ATR	12-5	12-6	0-1	0.6%	0-0
Volume	3,128	4,620	1,492	47.7%	15,203

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	605-7	602-7	592-4
R3	600-7	597-7	591-1
R2	595-7	595-7	590-5
R1	592-7	592-7	590-2	591-7
PP	590-7	590-7	590-7	590-4
S1	587-7	587-7	589-2	586-7
S2	585-7	585-7	588-7
S3	580-7	582-7	588-3
S4	575-7	577-7	587-0

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	594-0	572-0	22-0	3.7%	4-1	0.7%	81%	True	False	3,453
10	599-0	557-6	41-2	7.0%	6-0	1.0%	78%	False	False	3,102
20	631-2	557-6	73-4	12.5%	5-0	0.9%	44%	False	False	3,139
40	675-4	557-6	117-6	20.0%	6-1	1.0%	27%	False	False	3,244

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	0-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	615-2
2.618	607-1
1.618	602-1
1.000	599-0
0.618	597-1
HIGH	594-0
0.618	592-1
0.500	591-4
0.382	590-7
LOW	589-0
0.618	585-7
1.000	584-0
1.618	580-7
2.618	575-7
4.250	567-6

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	591-4	588-6
PP	590-7	587-7
S1	590-3	586-7

Download as Excel Spreadsheet

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

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