CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 550-2 562-0 11-6 2.1% 546-0
High 550-2 562-0 11-6 2.1% 566-0
Low 549-0 562-0 13-0 2.4% 539-0
Close 545-0 562-2 17-2 3.2% 563-0
Range 1-2 0-0 -1-2 -100.0% 27-0
ATR 11-5 12-0 0-3 3.3% 0-0
Volume 2,142 3,449 1,307 61.0% 6,552
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 562-1 562-1 562-2
R3 562-1 562-1 562-2
R2 562-1 562-1 562-2
R1 562-1 562-1 562-2 562-1
PP 562-1 562-1 562-1 562-0
S1 562-1 562-1 562-2 562-1
S2 562-1 562-1 562-2
S3 562-1 562-1 562-2
S4 562-1 562-1 562-2
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 4.4% 1-2 0.2% 53% False False 1,758
10 574-0 539-0 35-0 6.2% 3-1 0.6% 66% False False 1,683
20 588-6 539-0 49-6 8.8% 3-7 0.7% 47% False False 1,459
40 640-4 539-0 101-4 18.1% 2-4 0.4% 23% False False 1,158
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 13 trading days
Fibonacci Retracements and Extensions
4.250 562-0
2.618 562-0
1.618 562-0
1.000 562-0
0.618 562-0
HIGH 562-0
0.618 562-0
0.500 562-0
0.382 562-0
LOW 562-0
0.618 562-0
1.000 562-0
1.618 562-0
2.618 562-0
4.250 562-0
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 562-1 562-0
PP 562-1 561-6
S1 562-0 561-4

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

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