CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 596-4 611-0 14-4 2.4% 567-4
High 612-0 621-4 9-4 1.6% 621-4
Low 596-4 611-0 14-4 2.4% 567-2
Close 610-4 622-4 12-0 2.0% 622-4
Range 15-4 10-4 -5-0 -32.3% 54-2
ATR 14-7 14-4 -0-2 -1.8% 0-0
Volume 5,172 10,049 4,877 94.3% 29,062
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 649-7 646-5 628-2
R3 639-3 636-1 625-3
R2 628-7 628-7 624-3
R1 625-5 625-5 623-4 627-2
PP 618-3 618-3 618-3 619-1
S1 615-1 615-1 621-4 616-6
S2 607-7 607-7 620-5
S3 597-3 604-5 619-5
S4 586-7 594-1 616-6
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 766-4 748-6 652-3
R3 712-2 694-4 637-3
R2 658-0 658-0 632-4
R1 640-2 640-2 627-4 649-1
PP 603-6 603-6 603-6 608-2
S1 586-0 586-0 617-4 594-7
S2 549-4 549-4 612-4
S3 495-2 531-6 607-5
S4 441-0 477-4 592-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621-4 567-2 54-2 8.7% 12-1 2.0% 102% True False 5,812
10 621-4 567-2 54-2 8.7% 10-0 1.6% 102% True False 6,401
20 621-4 565-2 56-2 9.0% 10-1 1.6% 102% True False 6,224
40 646-2 557-6 88-4 14.2% 7-7 1.3% 73% False False 4,641
60 692-2 557-6 134-4 21.6% 7-1 1.1% 48% False False 4,219
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 666-1
2.618 649-0
1.618 638-4
1.000 632-0
0.618 628-0
HIGH 621-4
0.618 617-4
0.500 616-2
0.382 615-0
LOW 611-0
0.618 604-4
1.000 600-4
1.618 594-0
2.618 583-4
4.250 566-3
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 620-3 615-2
PP 618-3 608-0
S1 616-2 600-6

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

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