CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 567-4 584-0 16-4 2.9% 619-6
High 575-0 595-0 20-0 3.5% 619-6
Low 567-2 575-0 7-6 1.4% 568-6
Close 574-4 593-4 19-0 3.3% 569-4
Range 7-6 20-0 12-2 158.1% 51-0
ATR 13-4 14-0 0-4 3.7% 0-0
Volume 4,672 4,347 -325 -7.0% 34,952
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 647-7 640-5 604-4
R3 627-7 620-5 599-0
R2 607-7 607-7 597-1
R1 600-5 600-5 595-3 604-2
PP 587-7 587-7 587-7 589-5
S1 580-5 580-5 591-5 584-2
S2 567-7 567-7 589-7
S3 547-7 560-5 588-0
S4 527-7 540-5 582-4
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
5 595-0 567-2 27-6 4.7% 9-6 1.7% 95% True False 7,284
10 619-6 567-2 52-4 8.8% 9-4 1.6% 50% False False 6,929
20 619-6 565-2 54-4 9.2% 8-5 1.5% 52% False False 5,697
40 646-2 557-6 88-4 14.9% 7-4 1.3% 40% False False 4,434
60 707-0 557-6 149-2 25.1% 7-0 1.2% 24% False False 4,009
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 1-5
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 680-0
2.618 647-3
1.618 627-3
1.000 615-0
0.618 607-3
HIGH 595-0
0.618 587-3
0.500 585-0
0.382 582-5
LOW 575-0
0.618 562-5
1.000 555-0
1.618 542-5
2.618 522-5
4.250 490-0
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 590-5 589-3
PP 587-7 585-2
S1 585-0 581-1

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

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