CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	625-6	615-4	-10-2	-1.6%	637-0
High	625-6	615-4	-10-2	-1.6%	640-4
Low	625-6	615-4	-10-2	-1.6%	615-4
Close	625-6	615-4	-10-2	-1.6%	615-4
Range
ATR	14-4	14-2	-0-2	-2.1%	0-0
Volume	144	639	495	343.8%	2,047

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	615-4	615-4	615-4
R3	615-4	615-4	615-4
R2	615-4	615-4	615-4
R1	615-4	615-4	615-4	615-4
PP	615-4	615-4	615-4	615-4
S1	615-4	615-4	615-4	615-4
S2	615-4	615-4	615-4
S3	615-4	615-4	615-4
S4	615-4	615-4	615-4

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	698-7	682-1	629-2
R3	673-7	657-1	622-3
R2	648-7	648-7	620-1
R1	632-1	632-1	617-6	628-0
PP	623-7	623-7	623-7	621-6
S1	607-1	607-1	613-2	603-0
S2	598-7	598-7	610-7
S3	573-7	582-1	608-5
S4	548-7	557-1	601-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	640-4	615-4	25-0	4.1%	0-5	0.1%	0%	False	True	409
10	640-4	596-4	44-0	7.1%	0-5	0.1%	43%	False	False	475

Crabel Price Patterns
NR	False
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	0-0

Fibonacci Retracements and Extensions
4.250	615-4
2.618	615-4
1.618	615-4
1.000	615-4
0.618	615-4
HIGH	615-4
0.618	615-4
0.500	615-4
0.382	615-4
LOW	615-4
0.618	615-4
1.000	615-4
1.618	615-4
2.618	615-4
4.250	615-4

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	615-4	628-0
PP	615-4	623-7
S1	615-4	619-5

Download as Excel Spreadsheet

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

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