CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 569-2 581-0 11-6 2.1% 591-4
High 585-0 581-0 -4-0 -0.7% 594-0
Low 569-2 575-2 6-0 1.1% 565-2
Close 583-4 577-2 -6-2 -1.1% 577-2
Range 15-6 5-6 -10-0 -63.5% 28-6
ATR 14-0 13-4 -0-3 -2.9% 0-0
Volume 5,711 5,600 -111 -1.9% 23,245
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 595-1 591-7 580-3
R3 589-3 586-1 578-7
R2 583-5 583-5 578-2
R1 580-3 580-3 577-6 579-1
PP 577-7 577-7 577-7 577-2
S1 574-5 574-5 576-6 573-3
S2 572-1 572-1 576-2
S3 566-3 568-7 575-5
S4 560-5 563-1 574-1
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 665-1 649-7 593-0
R3 636-3 621-1 585-1
R2 607-5 607-5 582-4
R1 592-3 592-3 579-7 585-5
PP 578-7 578-7 578-7 575-4
S1 563-5 563-5 574-5 556-7
S2 550-1 550-1 572-0
S3 521-3 534-7 569-3
S4 492-5 506-1 561-4
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 5.0% 11-5 2.0% 42% False False 4,649
10 594-0 557-6 36-2 6.3% 7-4 1.3% 54% False False 3,844
20 605-4 557-6 47-6 8.3% 6-0 1.0% 41% False False 3,464
40 675-4 557-6 117-6 20.4% 6-0 1.0% 17% False False 3,382
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 605-4
2.618 596-0
1.618 590-2
1.000 586-6
0.618 584-4
HIGH 581-0
0.618 578-6
0.500 578-1
0.382 577-4
LOW 575-2
0.618 571-6
1.000 569-4
1.618 566-0
2.618 560-2
4.250 550-6
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 578-1 576-4
PP 577-7 575-7
S1 577-4 575-1

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

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