CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 571-4 573-4 2-0 0.3% 594-6
High 586-0 578-0 -8-0 -1.4% 617-0
Low 571-4 571-4 0-0 0.0% 594-6
Close 569-6 576-2 6-4 1.1% 608-6
Range 14-4 6-4 -8-0 -55.2% 22-2
ATR 15-0 14-4 -0-4 -3.2% 0-0
Volume 6,212 15,530 9,318 150.0% 37,223
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 594-6 592-0 579-7
R3 588-2 585-4 578-0
R2 581-6 581-6 577-4
R1 579-0 579-0 576-7 580-3
PP 575-2 575-2 575-2 576-0
S1 572-4 572-4 575-5 573-7
S2 568-6 568-6 575-0
S3 562-2 566-0 574-4
S4 555-6 559-4 572-5
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
5 619-6 571-4 48-2 8.4% 10-2 1.8% 10% False True 7,436
10 619-6 571-4 48-2 8.4% 8-7 1.5% 10% False True 7,211
20 619-6 557-6 62-0 10.8% 8-0 1.4% 30% False False 5,370
40 647-4 557-6 89-6 15.6% 7-1 1.2% 21% False False 4,422
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 605-5
2.618 595-0
1.618 588-4
1.000 584-4
0.618 582-0
HIGH 578-0
0.618 575-4
0.500 574-6
0.382 574-0
LOW 571-4
0.618 567-4
1.000 565-0
1.618 561-0
2.618 554-4
4.250 543-7
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 575-6 588-2
PP 575-2 584-2
S1 574-6 580-2

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

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