CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 587-0 596-4 9-4 1.6% 619-6
High 587-0 612-0 25-0 4.3% 619-6
Low 580-0 596-4 16-4 2.8% 568-6
Close 586-6 610-4 23-6 4.0% 569-4
Range 7-0 15-4 8-4 121.4% 51-0
ATR 14-0 14-7 0-6 5.7% 0-0
Volume 4,822 5,172 350 7.3% 34,952
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 652-7 647-1 619-0
R3 637-3 631-5 614-6
R2 621-7 621-7 613-3
R1 616-1 616-1 611-7 619-0
PP 606-3 606-3 606-3 607-6
S1 600-5 600-5 609-1 603-4
S2 590-7 590-7 607-5
S3 575-3 585-1 606-2
S4 559-7 569-5 602-0
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
5 612-0 567-2 44-6 7.3% 10-1 1.7% 97% True False 4,934
10 619-6 567-2 52-4 8.6% 10-1 1.7% 82% False False 6,185
20 619-6 565-2 54-4 8.9% 9-4 1.6% 83% False False 5,835
40 646-2 557-6 88-4 14.5% 8-0 1.3% 60% False False 4,518
60 692-2 557-6 134-4 22.0% 7-0 1.1% 39% False False 4,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 677-7
2.618 652-5
1.618 637-1
1.000 627-4
0.618 621-5
HIGH 612-0
0.618 606-1
0.500 604-2
0.382 602-3
LOW 596-4
0.618 586-7
1.000 581-0
1.618 571-3
2.618 555-7
4.250 530-5
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 608-3 604-7
PP 606-3 599-1
S1 604-2 593-4

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

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