CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	560-0	572-4	12-4	2.2%	574-0
High	573-4	572-4	-1-0	-0.2%	574-0
Low	560-0	562-0	2-0	0.4%	557-0
Close	571-6	561-2	-10-4	-1.8%	565-0
Range	13-4	10-4	-3-0	-22.2%	17-0
ATR	10-4	10-4	0-0	0.0%	0-0
Volume	1,344	796	-548	-40.8%	5,671

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	596-6	589-4	567-0
R3	586-2	579-0	564-1
R2	575-6	575-6	563-1
R1	568-4	568-4	562-2	566-7
PP	565-2	565-2	565-2	564-4
S1	558-0	558-0	560-2	556-3
S2	554-6	554-6	559-3
S3	544-2	547-4	558-3
S4	533-6	537-0	555-4

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	616-3	607-5	574-3
R3	599-3	590-5	569-5
R2	582-3	582-3	568-1
R1	573-5	573-5	566-4	569-4
PP	565-3	565-3	565-3	563-2
S1	556-5	556-5	563-4	552-4
S2	548-3	548-3	561-7
S3	531-3	539-5	560-3
S4	514-3	522-5	555-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	573-4	553-4	20-0	3.6%	7-5	1.4%	39%	False	False	1,027
10	588-6	553-4	35-2	6.3%	4-6	0.8%	22%	False	False	1,234
20	625-6	553-4	72-2	12.9%	3-1	0.6%	11%	False	False	1,203

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	0-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	617-1
2.618	600-0
1.618	589-4
1.000	583-0
0.618	579-0
HIGH	572-4
0.618	568-4
0.500	567-2
0.382	566-0
LOW	562-0
0.618	555-4
1.000	551-4
1.618	545-0
2.618	534-4
4.250	517-3

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	567-2	563-4
PP	565-2	562-6
S1	563-2	562-0

Download as Excel Spreadsheet

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

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