CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 551-0 566-0 15-0 2.7% 546-0
High 552-0 566-0 14-0 2.5% 566-0
Low 551-0 563-0 12-0 2.2% 539-0
Close 551-2 563-0 11-6 2.1% 563-0
Range 1-0 3-0 2-0 200.0% 27-0
ATR 11-2 11-4 0-2 2.2% 0-0
Volume 1,384 606 -778 -56.2% 6,552
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 573-0 571-0 564-5
R3 570-0 568-0 563-7
R2 567-0 567-0 563-4
R1 565-0 565-0 563-2 564-4
PP 564-0 564-0 564-0 563-6
S1 562-0 562-0 562-6 561-4
S2 561-0 561-0 562-4
S3 558-0 559-0 562-1
S4 555-0 556-0 561-3
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 637-0 627-0 577-7
R3 610-0 600-0 570-3
R2 583-0 583-0 568-0
R1 573-0 573-0 565-4 578-0
PP 556-0 556-0 556-0 558-4
S1 546-0 546-0 560-4 551-0
S2 529-0 529-0 558-0
S3 502-0 519-0 555-5
S4 475-0 492-0 548-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 566-0 539-0 27-0 4.8% 3-6 0.7% 89% True False 1,310
10 573-4 539-0 34-4 6.1% 6-1 1.1% 70% False False 1,230
20 621-4 539-0 82-4 14.7% 4-2 0.7% 29% False False 1,301
40 673-0 539-0 134-0 23.8% 3-3 0.6% 18% False False 1,009
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 0-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 578-6
2.618 573-7
1.618 570-7
1.000 569-0
0.618 567-7
HIGH 566-0
0.618 564-7
0.500 564-4
0.382 564-1
LOW 563-0
0.618 561-1
1.000 560-0
1.618 558-1
2.618 555-1
4.250 550-2
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 564-4 561-4
PP 564-0 560-0
S1 563-4 558-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.