CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	619-6	605-0	-14-6	-2.4%	594-6
High	619-6	605-0	-14-6	-2.4%	617-0
Low	615-4	591-0	-24-4	-4.0%	594-6
Close	608-0	594-2	-13-6	-2.3%	608-6
Range	4-2	14-0	9-6	229.4%	22-2
ATR	14-2	14-3	0-2	1.4%	0-0
Volume	3,397	4,152	755	22.2%	37,223

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	638-6	630-4	602-0
R3	624-6	616-4	598-1
R2	610-6	610-6	596-7
R1	602-4	602-4	595-4	599-5
PP	596-6	596-6	596-6	595-2
S1	588-4	588-4	593-0	585-5
S2	582-6	582-6	591-5
S3	568-6	574-4	590-3
S4	554-6	560-4	586-4

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	619-6	591-0	28-6	4.8%	9-2	1.6%	11%	False	True	6,574
10	619-6	565-2	54-4	9.2%	10-2	1.7%	53%	False	False	6,026
20	619-6	557-6	62-0	10.4%	8-1	1.4%	59%	False	False	4,564
40	668-4	557-6	110-6	18.6%	6-6	1.1%	33%	False	False	3,985

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	664-4
2.618	641-5
1.618	627-5
1.000	619-0
0.618	613-5
HIGH	605-0
0.618	599-5
0.500	598-0
0.382	596-3
LOW	591-0
0.618	582-3
1.000	577-0
1.618	568-3
2.618	554-3
4.250	531-4

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	598-0	605-3
PP	596-6	601-5
S1	595-4	598-0

Download as Excel Spreadsheet

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

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