CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 613-0 594-0 -19-0 -3.1% 567-4
High 621-0 602-0 -19-0 -3.1% 621-4
Low 604-0 594-0 -10-0 -1.7% 567-2
Close 599-0 592-4 -6-4 -1.1% 622-4
Range 17-0 8-0 -9-0 -52.9% 54-2
ATR 14-4 14-0 -0-4 -3.2% 0-0
Volume 7,592 12,684 5,092 67.1% 29,062
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 620-1 614-3 596-7
R3 612-1 606-3 594-6
R2 604-1 604-1 594-0
R1 598-3 598-3 593-2 597-2
PP 596-1 596-1 596-1 595-5
S1 590-3 590-3 591-6 589-2
S2 588-1 588-1 591-0
S3 580-1 582-3 590-2
S4 572-1 574-3 588-1
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
5 623-4 594-0 29-4 5.0% 12-2 2.1% -5% False True 9,409
10 623-4 567-2 56-2 9.5% 10-2 1.7% 45% False False 8,207
20 623-4 567-2 56-2 9.5% 10-0 1.7% 45% False False 7,218
40 627-4 557-6 69-6 11.8% 7-6 1.3% 50% False False 5,192
60 675-4 557-6 117-6 19.9% 7-2 1.2% 30% False False 4,602
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 636-0
2.618 623-0
1.618 615-0
1.000 610-0
0.618 607-0
HIGH 602-0
0.618 599-0
0.500 598-0
0.382 597-0
LOW 594-0
0.618 589-0
1.000 586-0
1.618 581-0
2.618 573-0
4.250 560-0
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 598-0 608-6
PP 596-1 603-3
S1 594-3 597-7

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

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