CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 623-0 613-0 -10-0 -1.6% 567-4
High 623-4 621-0 -2-4 -0.4% 621-4
Low 613-0 604-0 -9-0 -1.5% 567-2
Close 616-6 599-0 -17-6 -2.9% 622-4
Range 10-4 17-0 6-4 61.9% 54-2
ATR 14-2 14-4 0-2 1.4% 0-0
Volume 11,548 7,592 -3,956 -34.3% 29,062
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 659-0 646-0 608-3
R3 642-0 629-0 603-5
R2 625-0 625-0 602-1
R1 612-0 612-0 600-4 610-0
PP 608-0 608-0 608-0 607-0
S1 595-0 595-0 597-4 593-0
S2 591-0 591-0 595-7
S3 574-0 578-0 594-3
S4 557-0 561-0 589-5
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
5 623-4 580-0 43-4 7.3% 12-1 2.0% 44% False False 7,836
10 623-4 567-2 56-2 9.4% 11-0 1.8% 56% False False 7,560
20 623-4 565-2 58-2 9.7% 10-5 1.8% 58% False False 6,793
40 631-2 557-6 73-4 12.3% 7-7 1.3% 56% False False 4,966
60 675-4 557-6 117-6 19.7% 7-5 1.3% 35% False False 4,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 693-2
2.618 665-4
1.618 648-4
1.000 638-0
0.618 631-4
HIGH 621-0
0.618 614-4
0.500 612-4
0.382 610-4
LOW 604-0
0.618 593-4
1.000 587-0
1.618 576-4
2.618 559-4
4.250 531-6
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 612-4 613-6
PP 608-0 608-7
S1 603-4 603-7

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

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