CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 567-0 580-2 13-2 2.3% 578-6
High 568-0 580-2 12-2 2.2% 599-0
Low 557-6 580-2 22-4 4.0% 573-6
Close 559-2 580-2 21-0 3.8% 579-6
Range 10-2 0-0 -10-2 -100.0% 25-2
ATR 12-2 12-7 0-5 5.2% 0-0
Volume 3,854 2,902 -952 -24.7% 14,253
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 580-2 580-2 580-2
R3 580-2 580-2 580-2
R2 580-2 580-2 580-2
R1 580-2 580-2 580-2 580-2
PP 580-2 580-2 580-2 580-2
S1 580-2 580-2 580-2 580-2
S2 580-2 580-2 580-2
S3 580-2 580-2 580-2
S4 580-2 580-2 580-2
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
5 599-0 557-6 41-2 7.1% 6-2 1.1% 55% False False 2,879
10 599-0 557-6 41-2 7.1% 5-0 0.9% 55% False False 3,027
20 646-2 557-6 88-4 15.3% 6-2 1.1% 25% False False 3,102
40 707-0 557-6 149-2 25.7% 5-5 1.0% 15% False False 3,221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 580-2
2.618 580-2
1.618 580-2
1.000 580-2
0.618 580-2
HIGH 580-2
0.618 580-2
0.500 580-2
0.382 580-2
LOW 580-2
0.618 580-2
1.000 580-2
1.618 580-2
2.618 580-2
4.250 580-2
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 580-2 576-4
PP 580-2 572-6
S1 580-2 569-0

Download as Excel Spreadsheet

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

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