CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	587-0	596-4	9-4	1.6%	619-6
High	587-0	612-0	25-0	4.3%	619-6
Low	580-0	596-4	16-4	2.8%	568-6
Close	586-6	610-4	23-6	4.0%	569-4
Range	7-0	15-4	8-4	121.4%	51-0
ATR	14-0	14-7	0-6	5.7%	0-0
Volume	4,822	5,172	350	7.3%	34,952

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	652-7	647-1	619-0
R3	637-3	631-5	614-6
R2	621-7	621-7	613-3
R1	616-1	616-1	611-7	619-0
PP	606-3	606-3	606-3	607-6
S1	600-5	600-5	609-1	603-4
S2	590-7	590-7	607-5
S3	575-3	585-1	606-2
S4	559-7	569-5	602-0

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	612-0	567-2	44-6	7.3%	10-1	1.7%	97%	True	False	4,934
10	619-6	567-2	52-4	8.6%	10-1	1.7%	82%	False	False	6,185
20	619-6	565-2	54-4	8.9%	9-4	1.6%	83%	False	False	5,835
40	646-2	557-6	88-4	14.5%	8-0	1.3%	60%	False	False	4,518
60	692-2	557-6	134-4	22.0%	7-0	1.1%	39%	False	False	4,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	677-7
2.618	652-5
1.618	637-1
1.000	627-4
0.618	621-5
HIGH	612-0
0.618	606-1
0.500	604-2
0.382	602-3
LOW	596-4
0.618	586-7
1.000	581-0
1.618	571-3
2.618	555-7
4.250	530-5

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	608-3	604-7
PP	606-3	599-1
S1	604-2	593-4

Download as Excel Spreadsheet

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

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