CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 552-4 544-6 -7-6 -1.4% 596-2
High 552-4 547-0 -5-4 -1.0% 596-2
Low 552-4 544-6 -7-6 -1.4% 544-6
Close 552-4 545-6 -6-6 -1.2% 545-6
Range 0-0 2-2 2-2 51-4
ATR 13-2 12-7 -0-3 -3.0% 0-0
Volume 3,400 1,113 -2,287 -67.3% 8,852
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 552-5 551-3 547-0
R3 550-3 549-1 546-3
R2 548-1 548-1 546-1
R1 546-7 546-7 546-0 547-4
PP 545-7 545-7 545-7 546-1
S1 544-5 544-5 545-4 545-2
S2 543-5 543-5 545-3
S3 541-3 542-3 545-1
S4 539-1 540-1 544-4
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 716-6 682-6 574-1
R3 665-2 631-2 559-7
R2 613-6 613-6 555-2
R1 579-6 579-6 550-4 571-0
PP 562-2 562-2 562-2 557-7
S1 528-2 528-2 541-0 519-4
S2 510-6 510-6 536-2
S3 459-2 476-6 531-5
S4 407-6 425-2 517-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 596-2 544-6 51-4 9.4% 5-0 0.9% 2% False True 1,770
10 596-2 544-6 51-4 9.4% 6-3 1.2% 2% False True 1,748
20 596-2 539-0 57-2 10.5% 4-3 0.8% 12% False False 1,758
40 621-4 539-0 82-4 15.1% 4-0 0.7% 8% False False 1,530
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
4.250 556-4
2.618 552-7
1.618 550-5
1.000 549-2
0.618 548-3
HIGH 547-0
0.618 546-1
0.500 545-7
0.382 545-5
LOW 544-6
0.618 543-3
1.000 542-4
1.618 541-1
2.618 538-7
4.250 535-2
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 545-7 554-1
PP 545-7 551-3
S1 545-6 548-4

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

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