CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 596-4 600-0 3-4 0.6% 540-0
High 600-4 600-0 -0-4 -0.1% 600-4
Low 591-0 591-0 0-0 0.0% 540-0
Close 600-4 594-2 -6-2 -1.0% 600-4
Range 9-4 9-0 -0-4 -5.3% 60-4
ATR 13-6 13-4 -0-2 -2.2% 0-0
Volume 3,400 4,297 897 26.4% 14,700
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 622-1 617-1 599-2
R3 613-1 608-1 596-6
R2 604-1 604-1 595-7
R1 599-1 599-1 595-1 597-1
PP 595-1 595-1 595-1 594-0
S1 590-1 590-1 593-3 588-1
S2 586-1 586-1 592-5
S3 577-1 581-1 591-6
S4 568-1 572-1 589-2
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
5 600-4 554-4 46-0 7.7% 10-4 1.8% 86% False False 3,282
10 600-4 540-0 60-4 10.2% 7-0 1.2% 90% False False 2,702
20 600-4 540-0 60-4 10.2% 6-1 1.0% 90% False False 2,323
40 621-4 539-0 82-4 13.9% 5-1 0.9% 67% False False 1,829
60 673-0 539-0 134-0 22.5% 4-2 0.7% 41% False False 1,454
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 3 trading days
Fibonacci Retracements and Extensions
4.250 638-2
2.618 623-4
1.618 614-4
1.000 609-0
0.618 605-4
HIGH 600-0
0.618 596-4
0.500 595-4
0.382 594-4
LOW 591-0
0.618 585-4
1.000 582-0
1.618 576-4
2.618 567-4
4.250 552-6
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 595-4 592-5
PP 595-1 591-1
S1 594-5 589-4

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

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