CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 590-6 596-2 5-4 0.9% 573-4
High 590-6 596-2 5-4 0.9% 594-0
Low 581-0 589-0 8-0 1.4% 573-4
Close 586-6 586-2 -0-4 -0.1% 586-6
Range 9-6 7-2 -2-4 -25.6% 20-4
ATR 13-2 13-0 -0-2 -2.0% 0-0
Volume 1,139 827 -312 -27.4% 8,637
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 612-2 606-4 590-2
R3 605-0 599-2 588-2
R2 597-6 597-6 587-5
R1 592-0 592-0 586-7 591-2
PP 590-4 590-4 590-4 590-1
S1 584-6 584-6 585-5 584-0
S2 583-2 583-2 584-7
S3 576-0 577-4 584-2
S4 568-6 570-2 582-2
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
5 596-2 581-0 15-2 2.6% 7-3 1.3% 34% True False 1,576
10 596-2 549-0 47-2 8.1% 5-1 0.9% 79% True False 1,945
20 596-2 539-0 57-2 9.8% 5-5 1.0% 83% True False 1,612
40 640-4 539-0 101-4 17.3% 3-5 0.6% 47% False False 1,364
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 True
Stretch 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 627-0
2.618 615-2
1.618 608-0
1.000 603-4
0.618 600-6
HIGH 596-2
0.618 593-4
0.500 592-5
0.382 591-6
LOW 589-0
0.618 584-4
1.000 581-6
1.618 577-2
2.618 570-0
4.250 558-2
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 592-5 588-5
PP 590-4 587-7
S1 588-3 587-0

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

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