CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 607-4 612-0 4-4 0.7% 591-4
High 609-4 617-0 7-4 1.2% 594-0
Low 602-0 608-4 6-4 1.1% 565-2
Close 588-4 613-2 24-6 4.2% 577-2
Range 7-4 8-4 1-0 13.3% 28-6
ATR 13-4 14-5 1-1 7.9% 0-0
Volume 8,755 8,674 -81 -0.9% 23,245
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 638-3 634-3 617-7
R3 629-7 625-7 615-5
R2 621-3 621-3 614-6
R1 617-3 617-3 614-0 619-3
PP 612-7 612-7 612-7 614-0
S1 608-7 608-7 612-4 610-7
S2 604-3 604-3 611-6
S3 595-7 600-3 610-7
S4 587-3 591-7 608-5
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
5 617-0 575-2 41-6 6.8% 7-3 1.2% 91% True False 6,986
10 617-0 565-2 51-6 8.4% 8-7 1.5% 93% True False 5,484
20 617-0 557-6 59-2 9.7% 7-2 1.2% 94% True False 4,275
40 675-4 557-6 117-6 19.2% 6-4 1.1% 47% False False 3,843
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 1-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 653-1
2.618 639-2
1.618 630-6
1.000 625-4
0.618 622-2
HIGH 617-0
0.618 613-6
0.500 612-6
0.382 611-6
LOW 608-4
0.618 603-2
1.000 600-0
1.618 594-6
2.618 586-2
4.250 572-3
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 613-1 612-0
PP 612-7 610-6
S1 612-6 609-4

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

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