CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 582-4 569-2 -13-2 -2.3% 564-4
High 585-0 585-0 0-0 0.0% 587-6
Low 565-2 569-2 4-0 0.7% 557-6
Close 566-0 583-4 17-4 3.1% 583-4
Range 19-6 15-6 -4-0 -20.3% 30-0
ATR 13-5 14-0 0-3 2.9% 0-0
Volume 4,186 5,711 1,525 36.4% 15,203
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 626-4 620-6 592-1
R3 610-6 605-0 587-7
R2 595-0 595-0 586-3
R1 589-2 589-2 585-0 592-1
PP 579-2 579-2 579-2 580-6
S1 573-4 573-4 582-0 576-3
S2 563-4 563-4 580-5
S3 547-6 557-6 579-1
S4 532-0 542-0 574-7
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 4.9% 10-4 1.8% 63% False False 3,983
10 594-0 557-6 36-2 6.2% 7-1 1.2% 71% False False 3,528
20 609-6 557-6 52-0 8.9% 5-5 1.0% 50% False False 3,323
40 675-4 557-6 117-6 20.2% 5-6 1.0% 22% False False 3,327
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 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 652-0
2.618 626-2
1.618 610-4
1.000 600-6
0.618 594-6
HIGH 585-0
0.618 579-0
0.500 577-1
0.382 575-2
LOW 569-2
0.618 559-4
1.000 553-4
1.618 543-6
2.618 528-0
4.250 502-2
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 581-3 582-2
PP 579-2 580-7
S1 577-1 579-5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.