CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 599-0 577-0 -22-0 -3.7% 578-6
High 599-0 579-0 -20-0 -3.3% 599-0
Low 583-0 577-0 -6-0 -1.0% 573-6
Close 582-6 579-6 -3-0 -0.5% 579-6
Range 16-0 2-0 -14-0 -87.5% 25-2
ATR 12-3 11-7 -0-4 -3.8% 0-0
Volume 3,369 2,439 -930 -27.6% 14,253
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 584-5 584-1 580-7
R3 582-5 582-1 580-2
R2 580-5 580-5 580-1
R1 580-1 580-1 579-7 580-3
PP 578-5 578-5 578-5 578-6
S1 578-1 578-1 579-5 578-3
S2 576-5 576-5 579-3
S3 574-5 576-1 579-2
S4 572-5 574-1 578-5
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 659-7 645-1 593-5
R3 634-5 619-7 586-6
R2 609-3 609-3 584-3
R1 594-5 594-5 582-1 602-0
PP 584-1 584-1 584-1 587-7
S1 569-3 569-3 577-3 576-6
S2 558-7 558-7 575-1
S3 533-5 544-1 572-6
S4 508-3 518-7 565-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 599-0 573-6 25-2 4.4% 7-2 1.3% 24% False False 2,850
10 605-4 573-6 31-6 5.5% 4-3 0.8% 19% False False 3,084
20 646-2 573-6 72-4 12.5% 6-3 1.1% 8% False False 3,473
Crabel Price Patterns
NR True
NR4 True
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 0-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 587-4
2.618 584-2
1.618 582-2
1.000 581-0
0.618 580-2
HIGH 579-0
0.618 578-2
0.500 578-0
0.382 577-6
LOW 577-0
0.618 575-6
1.000 575-0
1.618 573-6
2.618 571-6
4.250 568-4
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 579-1 588-0
PP 578-5 585-2
S1 578-0 582-4

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

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