CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 590-6 572-0 -18-6 -3.2% 540-0
High 600-0 581-0 -19-0 -3.2% 600-4
Low 577-0 572-0 -5-0 -0.9% 540-0
Close 577-4 570-4 -7-0 -1.2% 600-4
Range 23-0 9-0 -14-0 -60.9% 60-4
ATR 14-1 13-6 -0-3 -2.6% 0-0
Volume 2,771 5,545 2,774 100.1% 14,700
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 601-4 595-0 575-4
R3 592-4 586-0 573-0
R2 583-4 583-4 572-1
R1 577-0 577-0 571-3 575-6
PP 574-4 574-4 574-4 573-7
S1 568-0 568-0 569-5 566-6
S2 565-4 565-4 568-7
S3 556-4 559-0 568-0
S4 547-4 550-0 565-4
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
5 600-4 572-0 28-4 5.0% 12-2 2.1% -5% False True 3,412
10 600-4 540-0 60-4 10.6% 8-6 1.5% 50% False False 3,182
20 600-4 540-0 60-4 10.6% 7-4 1.3% 50% False False 2,560
40 606-2 539-0 67-2 11.8% 5-6 1.0% 47% False False 1,967
60 640-4 539-0 101-4 17.8% 4-1 0.7% 31% False False 1,573
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 619-2
2.618 604-4
1.618 595-4
1.000 590-0
0.618 586-4
HIGH 581-0
0.618 577-4
0.500 576-4
0.382 575-4
LOW 572-0
0.618 566-4
1.000 563-0
1.618 557-4
2.618 548-4
4.250 533-6
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 576-4 586-0
PP 574-4 580-7
S1 572-4 575-5

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

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