CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 604-4 607-4 3-0 0.5% 591-4
High 610-0 609-4 -0-4 -0.1% 594-0
Low 604-0 602-0 -2-0 -0.3% 565-2
Close 610-2 588-4 -21-6 -3.6% 577-2
Range 6-0 7-4 1-4 25.0% 28-6
ATR 14-0 13-4 -0-3 -2.9% 0-0
Volume 8,481 8,755 274 3.2% 23,245
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 622-4 613-0 592-5
R3 615-0 605-4 590-4
R2 607-4 607-4 589-7
R1 598-0 598-0 589-2 599-0
PP 600-0 600-0 600-0 600-4
S1 590-4 590-4 587-6 591-4
S2 592-4 592-4 587-1
S3 585-0 583-0 586-4
S4 577-4 575-4 584-3
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
5 610-0 569-2 40-6 6.9% 8-7 1.5% 47% False False 6,393
10 610-0 565-2 44-6 7.6% 8-4 1.4% 52% False False 5,051
20 610-0 557-6 52-2 8.9% 6-6 1.1% 59% False False 4,039
40 675-4 557-6 117-6 20.0% 6-2 1.1% 26% False False 3,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 641-3
2.618 629-1
1.618 621-5
1.000 617-0
0.618 614-1
HIGH 609-4
0.618 606-5
0.500 605-6
0.382 604-7
LOW 602-0
0.618 597-3
1.000 594-4
1.618 589-7
2.618 582-3
4.250 570-1
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 605-6 602-3
PP 600-0 597-6
S1 594-2 593-1

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

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