CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 540-0 561-0 21-0 3.9% 596-2
High 540-0 572-0 32-0 5.9% 596-2
Low 540-0 554-4 14-4 2.7% 544-6
Close 551-4 569-4 18-0 3.3% 545-6
Range 0-0 17-4 17-4 51-4
ATR 12-3 13-0 0-5 4.7% 0-0
Volume 2,585 2,905 320 12.4% 8,852
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 617-7 611-1 579-1
R3 600-3 593-5 574-2
R2 582-7 582-7 572-6
R1 576-1 576-1 571-1 579-4
PP 565-3 565-3 565-3 567-0
S1 558-5 558-5 567-7 562-0
S2 547-7 547-7 566-2
S3 530-3 541-1 564-6
S4 512-7 523-5 559-7
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 5.6% 7-0 1.2% 92% True False 2,233
10 596-2 540-0 56-2 9.9% 7-0 1.2% 52% False False 1,911
20 596-2 540-0 56-2 9.9% 4-5 0.8% 52% False False 1,906
40 621-4 539-0 82-4 14.5% 4-3 0.8% 37% False False 1,614
60 686-4 539-0 147-4 25.9% 4-0 0.7% 21% False False 1,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 646-3
2.618 617-7
1.618 600-3
1.000 589-4
0.618 582-7
HIGH 572-0
0.618 565-3
0.500 563-2
0.382 561-1
LOW 554-4
0.618 543-5
1.000 537-0
1.618 526-1
2.618 508-5
4.250 480-1
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 567-3 565-0
PP 565-3 560-4
S1 563-2 556-0

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

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