CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	572-4	553-6	-18-6	-3.3%	569-0
High	572-4	563-0	-9-4	-1.7%	573-4
Low	562-0	553-6	-8-2	-1.5%	553-4
Close	561-2	558-2	-3-0	-0.5%	558-2
Range	10-4	9-2	-1-2	-11.9%	20-0
ATR	10-4	10-4	-0-1	-0.9%	0-0
Volume	796	2,099	1,303	163.7%	5,753

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	586-1	581-3	563-3
R3	576-7	572-1	560-6
R2	567-5	567-5	560-0
R1	562-7	562-7	559-1	565-2
PP	558-3	558-3	558-3	559-4
S1	553-5	553-5	557-3	556-0
S2	549-1	549-1	556-4
S3	539-7	544-3	555-6
S4	530-5	535-1	553-1

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	621-6	610-0	569-2
R3	601-6	590-0	563-6
R2	581-6	581-6	561-7
R1	570-0	570-0	560-1	565-7
PP	561-6	561-6	561-6	559-6
S1	550-0	550-0	556-3	545-7
S2	541-6	541-6	554-5
S3	521-6	530-0	552-6
S4	501-6	510-0	547-2

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%	8-4	1.5%	24%	False	False	1,150
10	585-0	553-4	31-4	5.6%	5-5	1.0%	15%	False	False	1,271
20	621-4	553-4	68-0	12.2%	3-5	0.6%	7%	False	False	1,301

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	602-2
2.618	587-2
1.618	578-0
1.000	572-2
0.618	568-6
HIGH	563-0
0.618	559-4
0.500	558-3
0.382	557-2
LOW	553-6
0.618	548-0
1.000	544-4
1.618	538-6
2.618	529-4
4.250	514-4

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	558-3	563-5
PP	558-3	561-7
S1	558-2	560-0

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

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