CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 613-4 619-6 6-2 1.0% 594-6
High 613-4 619-6 6-2 1.0% 617-0
Low 601-4 615-4 14-0 2.3% 594-6
Close 608-6 608-0 -0-6 -0.1% 608-6
Range 12-0 4-2 -7-6 -64.6% 22-2
ATR 14-3 14-2 -0-2 -1.7% 0-0
Volume 7,893 3,397 -4,496 -57.0% 37,223
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 627-1 621-7 610-3
R3 622-7 617-5 609-1
R2 618-5 618-5 608-6
R1 613-3 613-3 608-3 613-7
PP 614-3 614-3 614-3 614-6
S1 609-1 609-1 607-5 609-5
S2 610-1 610-1 607-2
S3 605-7 604-7 606-7
S4 601-5 600-5 605-5
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 673-5 663-3 621-0
R3 651-3 641-1 614-7
R2 629-1 629-1 612-7
R1 618-7 618-7 610-6 624-0
PP 606-7 606-7 606-7 609-3
S1 596-5 596-5 606-6 601-6
S2 584-5 584-5 604-5
S3 562-3 574-3 602-5
S4 540-1 552-1 596-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619-6 601-4 18-2 3.0% 7-5 1.3% 36% True False 7,440
10 619-6 565-2 54-4 9.0% 9-3 1.5% 78% True False 6,073
20 619-6 557-6 62-0 10.2% 8-0 1.3% 81% True False 4,540
40 675-4 557-6 117-6 19.4% 6-7 1.1% 43% False False 3,987
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 1-0
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 637-6
2.618 630-7
1.618 626-5
1.000 624-0
0.618 622-3
HIGH 619-6
0.618 618-1
0.500 617-5
0.382 617-1
LOW 615-4
0.618 612-7
1.000 611-2
1.618 608-5
2.618 604-3
4.250 597-4
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 617-5 610-5
PP 614-3 609-6
S1 611-2 608-7

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

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