CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 596-2 572-0 -24-2 -4.1% 573-4
High 596-2 572-0 -24-2 -4.1% 594-0
Low 589-0 572-0 -17-0 -2.9% 573-4
Close 586-2 572-0 -14-2 -2.4% 586-6
Range 7-2 0-0 -7-2 -100.0% 20-4
ATR 13-0 13-0 0-1 0.7% 0-0
Volume 827 2,346 1,519 183.7% 8,637
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 572-0 572-0 572-0
R3 572-0 572-0 572-0
R2 572-0 572-0 572-0
R1 572-0 572-0 572-0 572-0
PP 572-0 572-0 572-0 572-0
S1 572-0 572-0 572-0 572-0
S2 572-0 572-0 572-0
S3 572-0 572-0 572-0
S4 572-0 572-0 572-0
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
5 596-2 572-0 24-2 4.2% 7-0 1.2% 0% False True 1,589
10 596-2 549-0 47-2 8.3% 5-0 0.9% 49% False False 2,035
20 596-2 539-0 57-2 10.0% 5-2 0.9% 58% False False 1,686
40 640-4 539-0 101-4 17.7% 3-4 0.6% 33% False False 1,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 572-0
2.618 572-0
1.618 572-0
1.000 572-0
0.618 572-0
HIGH 572-0
0.618 572-0
0.500 572-0
0.382 572-0
LOW 572-0
0.618 572-0
1.000 572-0
1.618 572-0
2.618 572-0
4.250 572-0
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 572-0 584-1
PP 572-0 580-1
S1 572-0 576-0

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

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