CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 572-4 553-6 -18-6 -3.3% 569-0
High 572-4 563-0 -9-4 -1.7% 573-4
Low 562-0 553-6 -8-2 -1.5% 553-4
Close 561-2 558-2 -3-0 -0.5% 558-2
Range 10-4 9-2 -1-2 -11.9% 20-0
ATR 10-4 10-4 -0-1 -0.9% 0-0
Volume 796 2,099 1,303 163.7% 5,753
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 586-1 581-3 563-3
R3 576-7 572-1 560-6
R2 567-5 567-5 560-0
R1 562-7 562-7 559-1 565-2
PP 558-3 558-3 558-3 559-4
S1 553-5 553-5 557-3 556-0
S2 549-1 549-1 556-4
S3 539-7 544-3 555-6
S4 530-5 535-1 553-1
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 621-6 610-0 569-2
R3 601-6 590-0 563-6
R2 581-6 581-6 561-7
R1 570-0 570-0 560-1 565-7
PP 561-6 561-6 561-6 559-6
S1 550-0 550-0 556-3 545-7
S2 541-6 541-6 554-5
S3 521-6 530-0 552-6
S4 501-6 510-0 547-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573-4 553-4 20-0 3.6% 8-4 1.5% 24% False False 1,150
10 585-0 553-4 31-4 5.6% 5-5 1.0% 15% False False 1,271
20 621-4 553-4 68-0 12.2% 3-5 0.6% 7% False False 1,301
Crabel Price Patterns
NR True
NR4 True
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 0-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 602-2
2.618 587-2
1.618 578-0
1.000 572-2
0.618 568-6
HIGH 563-0
0.618 559-4
0.500 558-3
0.382 557-2
LOW 553-6
0.618 548-0
1.000 544-4
1.618 538-6
2.618 529-4
4.250 514-4
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 558-3 563-5
PP 558-3 561-7
S1 558-2 560-0

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

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