CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 553-2 573-4 20-2 3.7% 562-2
High 556-0 582-0 26-0 4.7% 574-0
Low 553-2 573-4 20-2 3.7% 549-0
Close 555-6 581-2 25-4 4.6% 555-6
Range 2-6 8-4 5-6 209.1% 25-0
ATR 11-7 12-7 1-0 8.7% 0-0
Volume 2,950 1,580 -1,370 -46.4% 11,135
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 604-3 601-3 585-7
R3 595-7 592-7 583-5
R2 587-3 587-3 582-6
R1 584-3 584-3 582-0 585-7
PP 578-7 578-7 578-7 579-6
S1 575-7 575-7 580-4 577-3
S2 570-3 570-3 579-6
S3 561-7 567-3 578-7
S4 553-3 558-7 576-5
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 634-5 620-1 569-4
R3 609-5 595-1 562-5
R2 584-5 584-5 560-3
R1 570-1 570-1 558-0 564-7
PP 559-5 559-5 559-5 557-0
S1 545-1 545-1 553-4 539-7
S2 534-5 534-5 551-1
S3 509-5 520-1 548-7
S4 484-5 495-1 542-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 582-0 549-0 33-0 5.7% 2-7 0.5% 98% True False 2,313
10 582-0 539-0 43-0 7.4% 2-6 0.5% 98% True False 1,829
20 582-0 539-0 43-0 7.4% 4-4 0.8% 98% True False 1,534
40 640-4 539-0 101-4 17.5% 2-6 0.5% 42% False False 1,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 618-1
2.618 604-2
1.618 595-6
1.000 590-4
0.618 587-2
HIGH 582-0
0.618 578-6
0.500 577-6
0.382 576-6
LOW 573-4
0.618 568-2
1.000 565-0
1.618 559-6
2.618 551-2
4.250 537-3
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 580-1 576-6
PP 578-7 572-1
S1 577-6 567-5

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

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