CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	594-6	604-4	9-6	1.6%	591-4
High	604-0	610-0	6-0	1.0%	594-0
Low	594-6	604-0	9-2	1.6%	565-2
Close	603-0	610-2	7-2	1.2%	577-2
Range	9-2	6-0	-3-2	-35.1%	28-6
ATR	14-4	14-0	-0-4	-3.7%	0-0
Volume	3,420	8,481	5,061	148.0%	23,245

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	626-1	624-1	613-4
R3	620-1	618-1	611-7
R2	614-1	614-1	611-3
R1	612-1	612-1	610-6	613-1
PP	608-1	608-1	608-1	608-4
S1	606-1	606-1	609-6	607-1
S2	602-1	602-1	609-1
S3	596-1	600-1	608-5
S4	590-1	594-1	607-0

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	610-0	565-2	44-6	7.3%	11-2	1.9%	101%	True	False	5,479
10	610-0	565-2	44-6	7.3%	7-6	1.3%	101%	True	False	4,466
20	610-0	557-6	52-2	8.6%	6-6	1.1%	100%	True	False	3,778
40	675-4	557-6	117-6	19.3%	6-1	1.0%	45%	False	False	3,513

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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	635-4
2.618	625-6
1.618	619-6
1.000	616-0
0.618	613-6
HIGH	610-0
0.618	607-6
0.500	607-0
0.382	606-2
LOW	604-0
0.618	600-2
1.000	598-0
1.618	594-2
2.618	588-2
4.250	578-4

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	609-1	604-3
PP	608-1	598-4
S1	607-0	592-5

Download as Excel Spreadsheet

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

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