CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 574-0 550-2 -23-6 -4.1% 546-0
High 574-0 550-2 -23-6 -4.1% 566-0
Low 572-0 549-0 -23-0 -4.0% 539-0
Close 569-2 545-0 -24-2 -4.3% 563-0
Range 2-0 1-2 -0-6 -37.5% 27-0
ATR 11-0 11-5 0-5 6.0% 0-0
Volume 1,445 2,142 697 48.2% 6,552
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 551-7 549-5 545-6
R3 550-5 548-3 545-3
R2 549-3 549-3 545-2
R1 547-1 547-1 545-1 547-5
PP 548-1 548-1 548-1 548-2
S1 545-7 545-7 544-7 546-3
S2 546-7 546-7 544-6
S3 545-5 544-5 544-5
S4 544-3 543-3 544-2
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
5 574-0 549-0 25-0 4.6% 1-4 0.3% -16% False True 1,345
10 574-0 539-0 35-0 6.4% 4-2 0.8% 17% False False 1,418
20 606-2 539-0 67-2 12.3% 4-0 0.7% 9% False False 1,374
40 640-4 539-0 101-4 18.6% 2-4 0.5% 6% False False 1,080
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 555-4
2.618 553-4
1.618 552-2
1.000 551-4
0.618 551-0
HIGH 550-2
0.618 549-6
0.500 549-5
0.382 549-4
LOW 549-0
0.618 548-2
1.000 547-6
1.618 547-0
2.618 545-6
4.250 543-6
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 549-5 561-4
PP 548-1 556-0
S1 546-4 550-4

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

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