CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	651-0	618-6	-32-2	-5.0%	667-0
High	651-0	618-6	-32-2	-5.0%	667-0
Low	645-0	618-6	-26-2	-4.1%	635-0
Close	646-2	618-6	-27-4	-4.3%	646-2
Range	6-0	0-0	-6-0	-100.0%	32-0
ATR
Volume	3,474	1,265	-2,209	-63.6%	16,623

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	618-6	618-6	618-6
R3	618-6	618-6	618-6
R2	618-6	618-6	618-6
R1	618-6	618-6	618-6	618-6
PP	618-6	618-6	618-6	618-6
S1	618-6	618-6	618-6	618-6
S2	618-6	618-6	618-6
S3	618-6	618-6	618-6
S4	618-6	618-6	618-6

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	745-3	727-7	663-7
R3	713-3	695-7	655-0
R2	681-3	681-3	652-1
R1	663-7	663-7	649-1	656-5
PP	649-3	649-3	649-3	645-6
S1	631-7	631-7	643-3	624-5
S2	617-3	617-3	640-3
S3	585-3	599-7	637-4
S4	553-3	567-7	628-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	651-0	618-6	32-2	5.2%	4-6	0.8%	0%	False	True	3,136
10	707-0	618-6	88-2	14.3%	6-0	1.0%	0%	False	True	3,131

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	0-0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	618-6
2.618	618-6
1.618	618-6
1.000	618-6
0.618	618-6
HIGH	618-6
0.618	618-6
0.500	618-6
0.382	618-6
LOW	618-6
0.618	618-6
1.000	618-6
1.618	618-6
2.618	618-6
4.250	618-6

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	618-6	634-7
PP	618-6	629-4
S1	618-6	624-1

Download as Excel Spreadsheet

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

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