CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	592-0	582-4	-9-4	-1.6%	564-4
High	594-0	585-0	-9-0	-1.5%	587-6
Low	589-0	565-2	-23-6	-4.0%	557-6
Close	589-6	566-0	-23-6	-4.0%	583-4
Range	5-0	19-6	14-6	295.0%	30-0
ATR	12-6	13-5	0-7	6.6%	0-0
Volume	4,620	4,186	-434	-9.4%	15,203

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	631-3	618-3	576-7
R3	611-5	598-5	571-3
R2	591-7	591-7	569-5
R1	578-7	578-7	567-6	575-4
PP	572-1	572-1	572-1	570-3
S1	559-1	559-1	564-2	555-6
S2	552-3	552-3	562-3
S3	532-5	539-3	560-5
S4	512-7	519-5	555-1

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	565-2	28-6	5.1%	8-1	1.4%	3%	False	True	3,710
10	599-0	557-6	41-2	7.3%	7-1	1.3%	20%	False	False	3,294
20	627-4	557-6	69-6	12.3%	5-5	1.0%	12%	False	False	3,165
40	675-4	557-6	117-6	20.8%	5-6	1.0%	7%	False	False	3,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	669-0
2.618	636-6
1.618	617-0
1.000	604-6
0.618	597-2
HIGH	585-0
0.618	577-4
0.500	575-1
0.382	572-6
LOW	565-2
0.618	553-0
1.000	545-4
1.618	533-2
2.618	513-4
4.250	481-2

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	575-1	579-5
PP	572-1	575-1
S1	569-0	570-4

Download as Excel Spreadsheet

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

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