CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 558-4 551-0 -7-4 -1.3% 569-0
High 559-2 552-0 -7-2 -1.3% 573-4
Low 558-0 551-0 -7-0 -1.3% 553-4
Close 559-2 551-2 -8-0 -1.4% 558-2
Range 1-2 1-0 -0-2 -20.0% 20-0
ATR 11-4 11-2 -0-2 -2.0% 0-0
Volume 2,035 1,384 -651 -32.0% 5,753
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 554-3 553-7 551-6
R3 553-3 552-7 551-4
R2 552-3 552-3 551-3
R1 551-7 551-7 551-3 552-1
PP 551-3 551-3 551-3 551-4
S1 550-7 550-7 551-1 551-1
S2 550-3 550-3 551-1
S3 549-3 549-7 551-0
S4 548-3 548-7 550-6
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
5 563-0 539-0 24-0 4.4% 5-0 0.9% 51% False False 1,609
10 573-4 539-0 34-4 6.3% 6-2 1.1% 36% False False 1,318
20 621-4 539-0 82-4 15.0% 4-1 0.8% 15% False False 1,366
40 673-0 539-0 134-0 24.3% 3-3 0.6% 9% False False 1,026
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 556-2
2.618 554-5
1.618 553-5
1.000 553-0
0.618 552-5
HIGH 552-0
0.618 551-5
0.500 551-4
0.382 551-3
LOW 551-0
0.618 550-3
1.000 550-0
1.618 549-3
2.618 548-3
4.250 546-6
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 551-4 550-4
PP 551-3 549-7
S1 551-3 549-1

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

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