CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 544-6 540-0 -4-6 -0.9% 596-2
High 547-0 540-0 -7-0 -1.3% 596-2
Low 544-6 540-0 -4-6 -0.9% 544-6
Close 545-6 551-4 5-6 1.1% 545-6
Range 2-2 0-0 -2-2 -100.0% 51-4
ATR 12-7 12-3 -0-4 -4.0% 0-0
Volume 1,113 2,585 1,472 132.3% 8,852
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 543-7 547-5 551-4
R3 543-7 547-5 551-4
R2 543-7 543-7 551-4
R1 547-5 547-5 551-4 545-6
PP 543-7 543-7 543-7 542-7
S1 547-5 547-5 551-4 545-6
S2 543-7 543-7 551-4
S3 543-7 547-5 551-4
S4 543-7 547-5 551-4
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
5 572-0 540-0 32-0 5.8% 3-4 0.6% 36% False True 2,122
10 596-2 540-0 56-2 10.2% 5-4 1.0% 20% False True 1,849
20 596-2 539-0 57-2 10.4% 4-1 0.7% 22% False False 1,839
40 621-4 539-0 82-4 15.0% 4-0 0.7% 15% False False 1,578
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 True
Bull Hook False
Stretch 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 540-0
2.618 540-0
1.618 540-0
1.000 540-0
0.618 540-0
HIGH 540-0
0.618 540-0
0.500 540-0
0.382 540-0
LOW 540-0
0.618 540-0
1.000 540-0
1.618 540-0
2.618 540-0
4.250 540-0
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 547-5 549-6
PP 543-7 548-0
S1 540-0 546-2

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

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