CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	569-2	581-0	11-6	2.1%	591-4
High	585-0	581-0	-4-0	-0.7%	594-0
Low	569-2	575-2	6-0	1.1%	565-2
Close	583-4	577-2	-6-2	-1.1%	577-2
Range	15-6	5-6	-10-0	-63.5%	28-6
ATR	14-0	13-4	-0-3	-2.9%	0-0
Volume	5,711	5,600	-111	-1.9%	23,245

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	595-1	591-7	580-3
R3	589-3	586-1	578-7
R2	583-5	583-5	578-2
R1	580-3	580-3	577-6	579-1
PP	577-7	577-7	577-7	577-2
S1	574-5	574-5	576-6	573-3
S2	572-1	572-1	576-2
S3	566-3	568-7	575-5
S4	560-5	563-1	574-1

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	665-1	649-7	593-0
R3	636-3	621-1	585-1
R2	607-5	607-5	582-4
R1	592-3	592-3	579-7	585-5
PP	578-7	578-7	578-7	575-4
S1	563-5	563-5	574-5	556-7
S2	550-1	550-1	572-0
S3	521-3	534-7	569-3
S4	492-5	506-1	561-4

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	5.0%	11-5	2.0%	42%	False	False	4,649
10	594-0	557-6	36-2	6.3%	7-4	1.3%	54%	False	False	3,844
20	605-4	557-6	47-6	8.3%	6-0	1.0%	41%	False	False	3,464
40	675-4	557-6	117-6	20.4%	6-0	1.0%	17%	False	False	3,382

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

Fibonacci Retracements and Extensions
4.250	605-4
2.618	596-0
1.618	590-2
1.000	586-6
0.618	584-4
HIGH	581-0
0.618	578-6
0.500	578-1
0.382	577-4
LOW	575-2
0.618	571-6
1.000	569-4
1.618	566-0
2.618	560-2
4.250	550-6

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	578-1	576-4
PP	577-7	575-7
S1	577-4	575-1

Download as Excel Spreadsheet

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

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