CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 584-0 587-0 3-0 0.5% 619-6
High 595-0 587-0 -8-0 -1.3% 619-6
Low 575-0 580-0 5-0 0.9% 568-6
Close 593-4 586-6 -6-6 -1.1% 569-4
Range 20-0 7-0 -13-0 -65.0% 51-0
ATR 14-0 14-0 0-0 -0.3% 0-0
Volume 4,347 4,822 475 10.9% 34,952
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 605-5 603-1 590-5
R3 598-5 596-1 588-5
R2 591-5 591-5 588-0
R1 589-1 589-1 587-3 586-7
PP 584-5 584-5 584-5 583-4
S1 582-1 582-1 586-1 579-7
S2 577-5 577-5 585-4
S3 570-5 575-1 584-7
S4 563-5 568-1 582-7
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% 8-2 1.4% 70% False False 7,006
10 619-6 567-2 52-4 8.9% 9-4 1.6% 37% False False 6,536
20 619-6 565-2 54-4 9.3% 9-0 1.5% 39% False False 5,793
40 646-2 557-6 88-4 15.1% 7-5 1.3% 33% False False 4,448
60 707-0 557-6 149-2 25.4% 6-6 1.2% 19% False False 4,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 616-6
2.618 605-3
1.618 598-3
1.000 594-0
0.618 591-3
HIGH 587-0
0.618 584-3
0.500 583-4
0.382 582-5
LOW 580-0
0.618 575-5
1.000 573-0
1.618 568-5
2.618 561-5
4.250 550-2
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 585-5 584-7
PP 584-5 583-0
S1 583-4 581-1

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

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