CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 575-4 587-6 12-2 2.1% 564-4
High 576-0 587-6 11-6 2.0% 587-6
Low 572-0 587-6 15-6 2.8% 557-6
Close 572-0 583-4 11-4 2.0% 583-4
Range 4-0 0-0 -4-0 -100.0% 30-0
ATR 12-4 12-6 0-2 1.9% 0-0
Volume 4,343 2,273 -2,070 -47.7% 15,203
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 586-3 584-7 583-4
R3 586-3 584-7 583-4
R2 586-3 586-3 583-4
R1 584-7 584-7 583-4 585-5
PP 586-3 586-3 586-3 586-6
S1 584-7 584-7 583-4 585-5
S2 586-3 586-3 583-4
S3 586-3 584-7 583-4
S4 586-3 584-7 583-4
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 666-3 654-7 600-0
R3 636-3 624-7 591-6
R2 606-3 606-3 589-0
R1 594-7 594-7 586-2 600-5
PP 576-3 576-3 576-3 579-2
S1 564-7 564-7 580-6 570-5
S2 546-3 546-3 578-0
S3 516-3 534-7 575-2
S4 486-3 504-7 567-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587-6 557-6 30-0 5.1% 3-4 0.6% 86% True False 3,040
10 599-0 557-6 41-2 7.1% 5-3 0.9% 62% False False 2,945
20 646-2 557-6 88-4 15.2% 5-5 1.0% 29% False False 3,059
40 692-2 557-6 134-4 23.1% 5-5 1.0% 19% False False 3,217
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 587-6
2.618 587-6
1.618 587-6
1.000 587-6
0.618 587-6
HIGH 587-6
0.618 587-6
0.500 587-6
0.382 587-6
LOW 587-6
0.618 587-6
1.000 587-6
1.618 587-6
2.618 587-6
4.250 587-6
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 587-6 582-2
PP 586-3 581-1
S1 584-7 579-7

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

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