CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 587-0 592-4 5-4 0.9% 562-2
High 588-0 592-4 4-4 0.8% 574-0
Low 585-6 581-0 -4-6 -0.8% 549-0
Close 589-0 567-0 -22-0 -3.7% 555-6
Range 2-2 11-4 9-2 411.1% 25-0
ATR 12-3 12-3 -0-1 -0.5% 0-0
Volume 2,283 1,340 -943 -41.3% 11,135
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 614-5 602-3 573-3
R3 603-1 590-7 570-1
R2 591-5 591-5 569-1
R1 579-3 579-3 568-0 579-6
PP 580-1 580-1 580-1 580-3
S1 567-7 567-7 566-0 568-2
S2 568-5 568-5 564-7
S3 557-1 556-3 563-7
S4 545-5 544-7 560-5
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
5 592-4 553-2 39-2 6.9% 5-0 0.9% 35% True False 2,320
10 592-4 549-0 43-4 7.7% 3-2 0.6% 41% True False 1,832
20 592-4 539-0 53-4 9.4% 4-6 0.8% 52% True False 1,575
40 640-4 539-0 101-4 17.9% 3-0 0.5% 28% False False 1,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 641-3
2.618 622-5
1.618 611-1
1.000 604-0
0.618 599-5
HIGH 592-4
0.618 588-1
0.500 586-6
0.382 585-3
LOW 581-0
0.618 573-7
1.000 569-4
1.618 562-3
2.618 550-7
4.250 532-1
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 586-6 583-0
PP 580-1 577-5
S1 573-5 572-3

Download as Excel Spreadsheet

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

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