CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	605-0	571-4	-33-4	-5.5%	594-6
High	605-0	586-0	-19-0	-3.1%	617-0
Low	591-0	571-4	-19-4	-3.3%	594-6
Close	594-2	569-6	-24-4	-4.1%	608-6
Range	14-0	14-4	0-4	3.6%	22-2
ATR	14-3	15-0	0-5	4.2%	0-0
Volume	4,152	6,212	2,060	49.6%	37,223

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	619-2	609-0	577-6
R3	604-6	594-4	573-6
R2	590-2	590-2	572-3
R1	580-0	580-0	571-1	577-7
PP	575-6	575-6	575-6	574-6
S1	565-4	565-4	568-3	563-3
S2	561-2	561-2	567-1
S3	546-6	551-0	565-6
S4	532-2	536-4	561-6

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	571-4	48-2	8.5%	10-5	1.9%	-4%	False	True	6,065
10	619-6	569-2	50-4	8.9%	9-6	1.7%	1%	False	False	6,229
20	619-6	557-6	62-0	10.9%	8-4	1.5%	19%	False	False	4,762
40	668-4	557-6	110-6	19.4%	7-0	1.2%	11%	False	False	4,067

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	0-5
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	647-5
2.618	624-0
1.618	609-4
1.000	600-4
0.618	595-0
HIGH	586-0
0.618	580-4
0.500	578-6
0.382	577-0
LOW	571-4
0.618	562-4
1.000	557-0
1.618	548-0
2.618	533-4
4.250	509-7

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	578-6	595-5
PP	575-6	587-0
S1	572-6	578-3

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