CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 592-0 582-4 -9-4 -1.6% 564-4
High 594-0 585-0 -9-0 -1.5% 587-6
Low 589-0 565-2 -23-6 -4.0% 557-6
Close 589-6 566-0 -23-6 -4.0% 583-4
Range 5-0 19-6 14-6 295.0% 30-0
ATR 12-6 13-5 0-7 6.6% 0-0
Volume 4,620 4,186 -434 -9.4% 15,203
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 631-3 618-3 576-7
R3 611-5 598-5 571-3
R2 591-7 591-7 569-5
R1 578-7 578-7 567-6 575-4
PP 572-1 572-1 572-1 570-3
S1 559-1 559-1 564-2 555-6
S2 552-3 552-3 562-3
S3 532-5 539-3 560-5
S4 512-7 519-5 555-1
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
5 594-0 565-2 28-6 5.1% 8-1 1.4% 3% False True 3,710
10 599-0 557-6 41-2 7.3% 7-1 1.3% 20% False False 3,294
20 627-4 557-6 69-6 12.3% 5-5 1.0% 12% False False 3,165
40 675-4 557-6 117-6 20.8% 5-6 1.0% 7% False False 3,294
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 0-5
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 669-0
2.618 636-6
1.618 617-0
1.000 604-6
0.618 597-2
HIGH 585-0
0.618 577-4
0.500 575-1
0.382 572-6
LOW 565-2
0.618 553-0
1.000 545-4
1.618 533-2
2.618 513-4
4.250 481-2
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 575-1 579-5
PP 572-1 575-1
S1 569-0 570-4

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

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