CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	567-4	584-0	16-4	2.9%	619-6
High	575-0	595-0	20-0	3.5%	619-6
Low	567-2	575-0	7-6	1.4%	568-6
Close	574-4	593-4	19-0	3.3%	569-4
Range	7-6	20-0	12-2	158.1%	51-0
ATR	13-4	14-0	0-4	3.7%	0-0
Volume	4,672	4,347	-325	-7.0%	34,952

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	647-7	640-5	604-4
R3	627-7	620-5	599-0
R2	607-7	607-7	597-1
R1	600-5	600-5	595-3	604-2
PP	587-7	587-7	587-7	589-5
S1	580-5	580-5	591-5	584-2
S2	567-7	567-7	589-7
S3	547-7	560-5	588-0
S4	527-7	540-5	582-4

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	595-0	567-2	27-6	4.7%	9-6	1.7%	95%	True	False	7,284
10	619-6	567-2	52-4	8.8%	9-4	1.6%	50%	False	False	6,929
20	619-6	565-2	54-4	9.2%	8-5	1.5%	52%	False	False	5,697
40	646-2	557-6	88-4	14.9%	7-4	1.3%	40%	False	False	4,434
60	707-0	557-6	149-2	25.1%	7-0	1.2%	24%	False	False	4,009

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	1-5
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	680-0
2.618	647-3
1.618	627-3
1.000	615-0
0.618	607-3
HIGH	595-0
0.618	587-3
0.500	585-0
0.382	582-5
LOW	575-0
0.618	562-5
1.000	555-0
1.618	542-5
2.618	522-5
4.250	490-0

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	590-5	589-3
PP	587-7	585-2
S1	585-0	581-1

Download as Excel Spreadsheet

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

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