CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 592-4 592-0 -0-4 -0.1% 562-2
High 592-4 594-0 1-4 0.3% 574-0
Low 581-0 587-6 6-6 1.2% 549-0
Close 567-0 591-6 24-6 4.4% 555-6
Range 11-4 6-2 -5-2 -45.7% 25-0
ATR 12-3 13-3 1-0 8.5% 0-0
Volume 1,340 2,295 955 71.3% 11,135
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 609-7 607-1 595-2
R3 603-5 600-7 593-4
R2 597-3 597-3 592-7
R1 594-5 594-5 592-3 592-7
PP 591-1 591-1 591-1 590-2
S1 588-3 588-3 591-1 586-5
S2 584-7 584-7 590-5
S3 578-5 582-1 590-0
S4 572-3 575-7 588-2
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
5 594-0 553-2 40-6 6.9% 6-2 1.1% 94% True False 2,089
10 594-0 549-0 45-0 7.6% 3-6 0.6% 95% True False 1,923
20 594-0 539-0 55-0 9.3% 5-0 0.9% 96% True False 1,621
40 640-4 539-0 101-4 17.2% 3-2 0.5% 52% False False 1,336
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 620-4
2.618 610-3
1.618 604-1
1.000 600-2
0.618 597-7
HIGH 594-0
0.618 591-5
0.500 590-7
0.382 590-1
LOW 587-6
0.618 583-7
1.000 581-4
1.618 577-5
2.618 571-3
4.250 561-2
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 591-4 590-3
PP 591-1 588-7
S1 590-7 587-4

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

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