CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	612-0	613-4	1-4	0.2%	594-6
High	617-0	613-4	-3-4	-0.6%	617-0
Low	608-4	601-4	-7-0	-1.2%	594-6
Close	613-2	608-6	-4-4	-0.7%	608-6
Range	8-4	12-0	3-4	41.2%	22-2
ATR	14-5	14-3	-0-1	-1.3%	0-0
Volume	8,674	7,893	-781	-9.0%	37,223

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	643-7	638-3	615-3
R3	631-7	626-3	612-0
R2	619-7	619-7	611-0
R1	614-3	614-3	609-7	611-1
PP	607-7	607-7	607-7	606-2
S1	602-3	602-3	607-5	599-1
S2	595-7	595-7	606-4
S3	583-7	590-3	605-4
S4	571-7	578-3	602-1

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	673-5	663-3	621-0
R3	651-3	641-1	614-7
R2	629-1	629-1	612-7
R1	618-7	618-7	610-6	624-0
PP	606-7	606-7	606-7	609-3
S1	596-5	596-5	606-6	601-6
S2	584-5	584-5	604-5
S3	562-3	574-3	602-5
S4	540-1	552-1	596-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	617-0	594-6	22-2	3.7%	8-5	1.4%	63%	False	False	7,444
10	617-0	565-2	51-6	8.5%	10-1	1.7%	84%	False	False	6,046
20	617-0	557-6	59-2	9.7%	7-6	1.3%	86%	False	False	4,496
40	675-4	557-6	117-6	19.3%	6-6	1.1%	43%	False	False	3,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	664-4
2.618	644-7
1.618	632-7
1.000	625-4
0.618	620-7
HIGH	613-4
0.618	608-7
0.500	607-4
0.382	606-1
LOW	601-4
0.618	594-1
1.000	589-4
1.618	582-1
2.618	570-1
4.250	550-4

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	608-3	609-2
PP	607-7	609-1
S1	607-4	608-7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols