CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 619-6 605-0 -14-6 -2.4% 594-6
High 619-6 605-0 -14-6 -2.4% 617-0
Low 615-4 591-0 -24-4 -4.0% 594-6
Close 608-0 594-2 -13-6 -2.3% 608-6
Range 4-2 14-0 9-6 229.4% 22-2
ATR 14-2 14-3 0-2 1.4% 0-0
Volume 3,397 4,152 755 22.2% 37,223
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 638-6 630-4 602-0
R3 624-6 616-4 598-1
R2 610-6 610-6 596-7
R1 602-4 602-4 595-4 599-5
PP 596-6 596-6 596-6 595-2
S1 588-4 588-4 593-0 585-5
S2 582-6 582-6 591-5
S3 568-6 574-4 590-3
S4 554-6 560-4 586-4
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
5 619-6 591-0 28-6 4.8% 9-2 1.6% 11% False True 6,574
10 619-6 565-2 54-4 9.2% 10-2 1.7% 53% False False 6,026
20 619-6 557-6 62-0 10.4% 8-1 1.4% 59% False False 4,564
40 668-4 557-6 110-6 18.6% 6-6 1.1% 33% False False 3,985
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 0-7
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 664-4
2.618 641-5
1.618 627-5
1.000 619-0
0.618 613-5
HIGH 605-0
0.618 599-5
0.500 598-0
0.382 596-3
LOW 591-0
0.618 582-3
1.000 577-0
1.618 568-3
2.618 554-3
4.250 531-4
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 598-0 605-3
PP 596-6 601-5
S1 595-4 598-0

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

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