CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 06-Apr-2009

Day Change Summary
	Previous	Current
	03-Apr-2009	06-Apr-2009	Change	Change %	Previous Week
Open	611-0	623-0	12-0	2.0%	567-4
High	621-4	623-4	2-0	0.3%	621-4
Low	611-0	613-0	2-0	0.3%	567-2
Close	622-4	616-6	-5-6	-0.9%	622-4
Range	10-4	10-4	0-0	0.0%	54-2
ATR	14-4	14-2	-0-2	-2.0%	0-0
Volume	10,049	11,548	1,499	14.9%	29,062

Daily Pivots for day following 06-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	649-2	643-4	622-4
R3	638-6	633-0	619-5
R2	628-2	628-2	618-5
R1	622-4	622-4	617-6	620-1
PP	617-6	617-6	617-6	616-4
S1	612-0	612-0	615-6	609-5
S2	607-2	607-2	614-7
S3	596-6	601-4	613-7
S4	586-2	591-0	611-0

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	766-4	748-6	652-3
R3	712-2	694-4	637-3
R2	658-0	658-0	632-4
R1	640-2	640-2	627-4	649-1
PP	603-6	603-6	603-6	608-2
S1	586-0	586-0	617-4	594-7
S2	549-4	549-4	612-4
S3	495-2	531-6	607-5
S4	441-0	477-4	592-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	623-4	575-0	48-4	7.9%	12-6	2.1%	86%	True	False	7,187
10	623-4	567-2	56-2	9.1%	10-5	1.7%	88%	True	False	7,216
20	623-4	565-2	58-2	9.4%	10-0	1.6%	88%	True	False	6,645
40	646-2	557-6	88-4	14.3%	7-7	1.3%	67%	False	False	4,838
60	692-2	557-6	134-4	21.8%	7-2	1.2%	44%	False	False	4,329

Crabel Price Patterns
NR	False
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	1-1

Fibonacci Retracements and Extensions
4.250	668-1
2.618	651-0
1.618	640-4
1.000	634-0
0.618	630-0
HIGH	623-4
0.618	619-4
0.500	618-2
0.382	617-0
LOW	613-0
0.618	606-4
1.000	602-4
1.618	596-0
2.618	585-4
4.250	568-3

Fisher Pivots for day following 06-Apr-2009
Pivot	1 day	3 day
R1	618-2	614-4
PP	617-6	612-2
S1	617-2	610-0

Download as Excel Spreadsheet

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

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