CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	604-4	607-4	3-0	0.5%	591-4
High	610-0	609-4	-0-4	-0.1%	594-0
Low	604-0	602-0	-2-0	-0.3%	565-2
Close	610-2	588-4	-21-6	-3.6%	577-2
Range	6-0	7-4	1-4	25.0%	28-6
ATR	14-0	13-4	-0-3	-2.9%	0-0
Volume	8,481	8,755	274	3.2%	23,245

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	622-4	613-0	592-5
R3	615-0	605-4	590-4
R2	607-4	607-4	589-7
R1	598-0	598-0	589-2	599-0
PP	600-0	600-0	600-0	600-4
S1	590-4	590-4	587-6	591-4
S2	592-4	592-4	587-1
S3	585-0	583-0	586-4
S4	577-4	575-4	584-3

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	569-2	40-6	6.9%	8-7	1.5%	47%	False	False	6,393
10	610-0	565-2	44-6	7.6%	8-4	1.4%	52%	False	False	5,051
20	610-0	557-6	52-2	8.9%	6-6	1.1%	59%	False	False	4,039
40	675-4	557-6	117-6	20.0%	6-2	1.1%	26%	False	False	3,701

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	0-6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	641-3
2.618	629-1
1.618	621-5
1.000	617-0
0.618	614-1
HIGH	609-4
0.618	606-5
0.500	605-6
0.382	604-7
LOW	602-0
0.618	597-3
1.000	594-4
1.618	589-7
2.618	582-3
4.250	570-1

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	605-6	602-3
PP	600-0	597-6
S1	594-2	593-1

Download as Excel Spreadsheet

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

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