CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 578-4 596-4 18-0 3.1% 540-0
High 589-0 600-4 11-4 2.0% 600-4
Low 578-4 591-0 12-4 2.2% 540-0
Close 587-2 600-4 13-2 2.3% 600-4
Range 10-4 9-4 -1-0 -9.5% 60-4
ATR 13-7 13-6 0-0 -0.3% 0-0
Volume 1,047 3,400 2,353 224.7% 14,700
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 625-7 622-5 605-6
R3 616-3 613-1 603-1
R2 606-7 606-7 602-2
R1 603-5 603-5 601-3 605-2
PP 597-3 597-3 597-3 598-1
S1 594-1 594-1 599-5 595-6
S2 587-7 587-7 598-6
S3 578-3 584-5 597-7
S4 568-7 575-1 595-2
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 761-7 741-5 633-6
R3 701-3 681-1 617-1
R2 640-7 640-7 611-5
R1 620-5 620-5 606-0 630-6
PP 580-3 580-3 580-3 585-3
S1 560-1 560-1 595-0 570-2
S2 519-7 519-7 589-3
S3 459-3 499-5 583-7
S4 398-7 439-1 567-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 600-4 540-0 60-4 10.1% 8-6 1.5% 100% True False 2,940
10 600-4 540-0 60-4 10.1% 6-7 1.1% 100% True False 2,355
20 600-4 540-0 60-4 10.1% 5-5 0.9% 100% True False 2,166
40 621-4 539-0 82-4 13.7% 5-0 0.8% 75% False False 1,734
60 673-0 539-0 134-0 22.3% 4-1 0.7% 46% False False 1,395
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 False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 640-7
2.618 625-3
1.618 615-7
1.000 610-0
0.618 606-3
HIGH 600-4
0.618 596-7
0.500 595-6
0.382 594-5
LOW 591-0
0.618 585-1
1.000 581-4
1.618 575-5
2.618 566-1
4.250 550-5
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 598-7 593-2
PP 597-3 586-0
S1 595-6 578-6

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

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