CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 592-0 590-6 -1-2 -0.2% 573-4
High 594-0 590-6 -3-2 -0.5% 594-0
Low 587-6 581-0 -6-6 -1.1% 573-4
Close 591-6 586-6 -5-0 -0.8% 586-6
Range 6-2 9-6 3-4 56.0% 20-4
ATR 13-3 13-2 -0-2 -1.4% 0-0
Volume 2,295 1,139 -1,156 -50.4% 8,637
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 615-3 610-7 592-1
R3 605-5 601-1 589-3
R2 595-7 595-7 588-4
R1 591-3 591-3 587-5 588-6
PP 586-1 586-1 586-1 584-7
S1 581-5 581-5 585-7 579-0
S2 576-3 576-3 585-0
S3 566-5 571-7 584-1
S4 556-7 562-1 581-3
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 646-2 637-0 598-0
R3 625-6 616-4 592-3
R2 605-2 605-2 590-4
R1 596-0 596-0 588-5 600-5
PP 584-6 584-6 584-6 587-0
S1 575-4 575-4 584-7 580-1
S2 564-2 564-2 583-0
S3 543-6 555-0 581-1
S4 523-2 534-4 575-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 594-0 573-4 20-4 3.5% 7-5 1.3% 65% False False 1,727
10 594-0 549-0 45-0 7.7% 4-4 0.8% 84% False False 1,977
20 594-0 539-0 55-0 9.4% 5-2 0.9% 87% False False 1,603
40 640-4 539-0 101-4 17.3% 3-4 0.6% 47% False False 1,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 632-2
2.618 616-2
1.618 606-4
1.000 600-4
0.618 596-6
HIGH 590-6
0.618 587-0
0.500 585-7
0.382 584-6
LOW 581-0
0.618 575-0
1.000 571-2
1.618 565-2
2.618 555-4
4.250 539-4
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 586-4 587-4
PP 586-1 587-2
S1 585-7 587-0

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

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