CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 581-0 594-6 13-6 2.4% 591-4
High 581-0 604-0 23-0 4.0% 594-0
Low 575-2 594-6 19-4 3.4% 565-2
Close 577-2 603-0 25-6 4.5% 577-2
Range 5-6 9-2 3-4 60.9% 28-6
ATR 13-4 14-4 1-0 7.0% 0-0
Volume 5,600 3,420 -2,180 -38.9% 23,245
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 628-3 624-7 608-1
R3 619-1 615-5 605-4
R2 609-7 609-7 604-6
R1 606-3 606-3 603-7 608-1
PP 600-5 600-5 600-5 601-4
S1 597-1 597-1 602-1 598-7
S2 591-3 591-3 601-2
S3 582-1 587-7 600-4
S4 572-7 578-5 597-7
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
5 604-0 565-2 38-6 6.4% 11-1 1.8% 97% True False 4,707
10 604-0 557-6 46-2 7.7% 8-1 1.4% 98% True False 4,003
20 604-0 557-6 46-2 7.7% 6-3 1.1% 98% True False 3,533
40 675-4 557-6 117-6 19.5% 6-1 1.0% 38% False False 3,388
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 0-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 643-2
2.618 628-2
1.618 619-0
1.000 613-2
0.618 609-6
HIGH 604-0
0.618 600-4
0.500 599-3
0.382 598-2
LOW 594-6
0.618 589-0
1.000 585-4
1.618 579-6
2.618 570-4
4.250 555-4
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 601-6 597-4
PP 600-5 592-1
S1 599-3 586-5

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

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