CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 563-2 578-4 15-2 2.7% 596-2
High 563-2 589-0 25-6 4.6% 596-2
Low 557-0 578-4 21-4 3.9% 544-6
Close 563-2 587-2 24-0 4.3% 545-6
Range 6-2 10-4 4-2 68.0% 51-4
ATR 12-7 13-7 0-7 7.1% 0-0
Volume 4,763 1,047 -3,716 -78.0% 8,852
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 616-3 612-3 593-0
R3 605-7 601-7 590-1
R2 595-3 595-3 589-1
R1 591-3 591-3 588-2 593-3
PP 584-7 584-7 584-7 586-0
S1 580-7 580-7 586-2 582-7
S2 574-3 574-3 585-3
S3 563-7 570-3 584-3
S4 553-3 559-7 581-4
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
5 589-0 540-0 49-0 8.3% 7-2 1.2% 96% True False 2,482
10 596-2 540-0 56-2 9.6% 6-7 1.2% 84% False False 2,129
20 596-2 540-0 56-2 9.6% 5-3 0.9% 84% False False 2,026
40 621-4 539-0 82-4 14.0% 4-6 0.8% 58% False False 1,696
60 673-0 539-0 134-0 22.8% 4-0 0.7% 36% False False 1,359
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 0-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 633-5
2.618 616-4
1.618 606-0
1.000 599-4
0.618 595-4
HIGH 589-0
0.618 585-0
0.500 583-6
0.382 582-4
LOW 578-4
0.618 572-0
1.000 568-0
1.618 561-4
2.618 551-0
4.250 533-7
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 586-1 582-1
PP 584-7 576-7
S1 583-6 571-6

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

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