CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 01-Apr-2009

Day Change Summary
	Previous	Current
	31-Mar-2009	01-Apr-2009	Change	Change %	Previous Week
Open	584-0	587-0	3-0	0.5%	619-6
High	595-0	587-0	-8-0	-1.3%	619-6
Low	575-0	580-0	5-0	0.9%	568-6
Close	593-4	586-6	-6-6	-1.1%	569-4
Range	20-0	7-0	-13-0	-65.0%	51-0
ATR	14-0	14-0	0-0	-0.3%	0-0
Volume	4,347	4,822	475	10.9%	34,952

Daily Pivots for day following 01-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	605-5	603-1	590-5
R3	598-5	596-1	588-5
R2	591-5	591-5	588-0
R1	589-1	589-1	587-3	586-7
PP	584-5	584-5	584-5	583-4
S1	582-1	582-1	586-1	579-7
S2	577-5	577-5	585-4
S3	570-5	575-1	584-7
S4	563-5	568-1	582-7

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%	8-2	1.4%	70%	False	False	7,006
10	619-6	567-2	52-4	8.9%	9-4	1.6%	37%	False	False	6,536
20	619-6	565-2	54-4	9.3%	9-0	1.5%	39%	False	False	5,793
40	646-2	557-6	88-4	15.1%	7-5	1.3%	33%	False	False	4,448
60	707-0	557-6	149-2	25.4%	6-6	1.2%	19%	False	False	4,078

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	616-6
2.618	605-3
1.618	598-3
1.000	594-0
0.618	591-3
HIGH	587-0
0.618	584-3
0.500	583-4
0.382	582-5
LOW	580-0
0.618	575-5
1.000	573-0
1.618	568-5
2.618	561-5
4.250	550-2

Fisher Pivots for day following 01-Apr-2009
Pivot	1 day	3 day
R1	585-5	584-7
PP	584-5	583-0
S1	583-4	581-1

Download as Excel Spreadsheet

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

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