CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 562-2 574-0 11-6 2.1% 546-0
High 562-2 574-0 11-6 2.1% 566-0
Low 562-0 572-0 10-0 1.8% 539-0
Close 559-6 569-2 9-4 1.7% 563-0
Range 0-2 2-0 1-6 700.0% 27-0
ATR 10-6 11-0 0-2 2.3% 0-0
Volume 1,149 1,445 296 25.8% 6,552
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 577-6 575-4 570-3
R3 575-6 573-4 569-6
R2 573-6 573-6 569-5
R1 571-4 571-4 569-3 571-5
PP 571-6 571-6 571-6 571-6
S1 569-4 569-4 569-1 569-5
S2 569-6 569-6 568-7
S3 567-6 567-4 568-6
S4 565-6 565-4 568-1
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
5 574-0 551-0 23-0 4.0% 1-4 0.3% 79% True False 1,323
10 574-0 539-0 35-0 6.1% 5-3 1.0% 86% True False 1,338
20 613-0 539-0 74-0 13.0% 4-3 0.8% 41% False False 1,350
40 646-0 539-0 107-0 18.8% 3-2 0.6% 28% False False 1,042
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 2 trading days
Fibonacci Retracements and Extensions
4.250 582-4
2.618 579-2
1.618 577-2
1.000 576-0
0.618 575-2
HIGH 574-0
0.618 573-2
0.500 573-0
0.382 572-6
LOW 572-0
0.618 570-6
1.000 570-0
1.618 568-6
2.618 566-6
4.250 563-4
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 573-0 568-7
PP 571-6 568-3
S1 570-4 568-0

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.