CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 600-0 590-6 -9-2 -1.5% 540-0
High 600-0 600-0 0-0 0.0% 600-4
Low 591-0 577-0 -14-0 -2.4% 540-0
Close 594-2 577-4 -16-6 -2.8% 600-4
Range 9-0 23-0 14-0 155.6% 60-4
ATR 13-4 14-1 0-5 5.0% 0-0
Volume 4,297 2,771 -1,526 -35.5% 14,700
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 653-7 638-5 590-1
R3 630-7 615-5 583-7
R2 607-7 607-7 581-6
R1 592-5 592-5 579-5 588-6
PP 584-7 584-7 584-7 582-7
S1 569-5 569-5 575-3 565-6
S2 561-7 561-7 573-2
S3 538-7 546-5 571-1
S4 515-7 523-5 564-7
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
5 600-4 557-0 43-4 7.5% 11-5 2.0% 47% False False 3,255
10 600-4 540-0 60-4 10.5% 9-3 1.6% 62% False False 2,744
20 600-4 540-0 60-4 10.5% 7-1 1.2% 62% False False 2,389
40 613-0 539-0 74-0 12.8% 5-6 1.0% 52% False False 1,869
60 646-0 539-0 107-0 18.5% 4-4 0.8% 36% False False 1,491
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 2-0
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 697-6
2.618 660-2
1.618 637-2
1.000 623-0
0.618 614-2
HIGH 600-0
0.618 591-2
0.500 588-4
0.382 585-6
LOW 577-0
0.618 562-6
1.000 554-0
1.618 539-6
2.618 516-6
4.250 479-2
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 588-4 588-6
PP 584-7 585-0
S1 581-1 581-2

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

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