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

Download as Excel Spreadsheet

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

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