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

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

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