CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 568-6 567-4 -1-2 -0.2% 619-6
High 569-0 575-0 6-0 1.1% 619-6
Low 568-6 567-2 -1-4 -0.3% 568-6
Close 569-4 574-4 5-0 0.9% 569-4
Range 0-2 7-6 7-4 3,000.0% 51-0
ATR 14-0 13-4 -0-4 -3.2% 0-0
Volume 5,661 4,672 -989 -17.5% 34,952
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 595-4 592-6 578-6
R3 587-6 585-0 576-5
R2 580-0 580-0 575-7
R1 577-2 577-2 575-2 578-5
PP 572-2 572-2 572-2 573-0
S1 569-4 569-4 573-6 570-7
S2 564-4 564-4 573-1
S3 556-6 561-6 572-3
S4 549-0 554-0 570-2
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 739-0 705-2 597-4
R3 688-0 654-2 583-4
R2 637-0 637-0 578-7
R1 603-2 603-2 574-1 594-5
PP 586-0 586-0 586-0 581-6
S1 552-2 552-2 564-7 543-5
S2 535-0 535-0 560-1
S3 484-0 501-2 555-4
S4 433-0 450-2 541-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605-0 567-2 37-6 6.6% 8-5 1.5% 19% False True 7,245
10 619-6 567-2 52-4 9.1% 8-1 1.4% 14% False True 7,342
20 619-6 557-6 62-0 10.8% 8-1 1.4% 27% False False 5,673
40 646-2 557-6 88-4 15.4% 7-1 1.2% 19% False False 4,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 608-0
2.618 595-2
1.618 587-4
1.000 582-6
0.618 579-6
HIGH 575-0
0.618 572-0
0.500 571-1
0.382 570-2
LOW 567-2
0.618 562-4
1.000 559-4
1.618 554-6
2.618 547-0
4.250 534-2
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 573-3 573-7
PP 572-2 573-2
S1 571-1 572-5

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

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