CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	571-4	573-4	2-0	0.3%	594-6
High	586-0	578-0	-8-0	-1.4%	617-0
Low	571-4	571-4	0-0	0.0%	594-6
Close	569-6	576-2	6-4	1.1%	608-6
Range	14-4	6-4	-8-0	-55.2%	22-2
ATR	15-0	14-4	-0-4	-3.2%	0-0
Volume	6,212	15,530	9,318	150.0%	37,223

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	594-6	592-0	579-7
R3	588-2	585-4	578-0
R2	581-6	581-6	577-4
R1	579-0	579-0	576-7	580-3
PP	575-2	575-2	575-2	576-0
S1	572-4	572-4	575-5	573-7
S2	568-6	568-6	575-0
S3	562-2	566-0	574-4
S4	555-6	559-4	572-5

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	8.4%	10-2	1.8%	10%	False	True	7,436
10	619-6	571-4	48-2	8.4%	8-7	1.5%	10%	False	True	7,211
20	619-6	557-6	62-0	10.8%	8-0	1.4%	30%	False	False	5,370
40	647-4	557-6	89-6	15.6%	7-1	1.2%	21%	False	False	4,422

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	605-5
2.618	595-0
1.618	588-4
1.000	584-4
0.618	582-0
HIGH	578-0
0.618	575-4
0.500	574-6
0.382	574-0
LOW	571-4
0.618	567-4
1.000	565-0
1.618	561-0
2.618	554-4
4.250	543-7

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	575-6	588-2
PP	575-2	584-2
S1	574-6	580-2

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

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