CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 573-4 568-6 -4-6 -0.8% 619-6
High 578-0 569-0 -9-0 -1.6% 619-6
Low 571-4 568-6 -2-6 -0.5% 568-6
Close 576-2 569-4 -6-6 -1.2% 569-4
Range 6-4 0-2 -6-2 -96.2% 51-0
ATR 14-4 14-0 -0-4 -3.4% 0-0
Volume 15,530 5,661 -9,869 -63.5% 34,952
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 569-7 569-7 569-5
R3 569-5 569-5 569-5
R2 569-3 569-3 569-4
R1 569-3 569-3 569-4 569-3
PP 569-1 569-1 569-1 569-0
S1 569-1 569-1 569-4 569-1
S2 568-7 568-7 569-4
S3 568-5 568-7 569-3
S4 568-3 568-5 569-3
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 739-0 705-2 597-4
R3 688-0 654-2 583-4
R2 637-0 637-0 578-7
R1 603-2 603-2 574-1 594-5
PP 586-0 586-0 586-0 581-6
S1 552-2 552-2 564-7 543-5
S2 535-0 535-0 560-1
S3 484-0 501-2 555-4
S4 433-0 450-2 541-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619-6 568-6 51-0 9.0% 7-7 1.4% 1% False True 6,990
10 619-6 568-6 51-0 9.0% 8-2 1.5% 1% False True 7,217
20 619-6 557-6 62-0 10.9% 7-7 1.4% 19% False False 5,531
40 646-2 557-6 88-4 15.5% 7-1 1.3% 13% False False 4,502
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 False
Stretch 0-6
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 570-0
2.618 569-5
1.618 569-3
1.000 569-2
0.618 569-1
HIGH 569-0
0.618 568-7
0.500 568-7
0.382 568-7
LOW 568-6
0.618 568-5
1.000 568-4
1.618 568-3
2.618 568-1
4.250 567-6
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 569-2 577-3
PP 569-1 574-6
S1 568-7 572-1

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

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