CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 605-0 571-4 -33-4 -5.5% 594-6
High 605-0 586-0 -19-0 -3.1% 617-0
Low 591-0 571-4 -19-4 -3.3% 594-6
Close 594-2 569-6 -24-4 -4.1% 608-6
Range 14-0 14-4 0-4 3.6% 22-2
ATR 14-3 15-0 0-5 4.2% 0-0
Volume 4,152 6,212 2,060 49.6% 37,223
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 619-2 609-0 577-6
R3 604-6 594-4 573-6
R2 590-2 590-2 572-3
R1 580-0 580-0 571-1 577-7
PP 575-6 575-6 575-6 574-6
S1 565-4 565-4 568-3 563-3
S2 561-2 561-2 567-1
S3 546-6 551-0 565-6
S4 532-2 536-4 561-6
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
5 619-6 571-4 48-2 8.5% 10-5 1.9% -4% False True 6,065
10 619-6 569-2 50-4 8.9% 9-6 1.7% 1% False False 6,229
20 619-6 557-6 62-0 10.9% 8-4 1.5% 19% False False 4,762
40 668-4 557-6 110-6 19.4% 7-0 1.2% 11% False False 4,067
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 0-5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 647-5
2.618 624-0
1.618 609-4
1.000 600-4
0.618 595-0
HIGH 586-0
0.618 580-4
0.500 578-6
0.382 577-0
LOW 571-4
0.618 562-4
1.000 557-0
1.618 548-0
2.618 533-4
4.250 509-7
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 578-6 595-5
PP 575-6 587-0
S1 572-6 578-3

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

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