CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	615-2	627-0	11-6	1.9%	646-0
High	615-2	627-0	11-6	1.9%	646-0
Low	615-2	624-0	8-6	1.4%	614-4
Close	615-2	624-4	9-2	1.5%	624-4
Range	0-0	3-0	3-0		31-4
ATR
Volume	1,127	1,371	244	21.7%	3,783

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	634-1	632-3	626-1
R3	631-1	629-3	625-3
R2	628-1	628-1	625-0
R1	626-3	626-3	624-6	625-6
PP	625-1	625-1	625-1	624-7
S1	623-3	623-3	624-2	622-6
S2	622-1	622-1	624-0
S3	619-1	620-3	623-5
S4	616-1	617-3	622-7

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	722-7	705-1	641-7
R3	691-3	673-5	633-1
R2	659-7	659-7	630-2
R1	642-1	642-1	627-3	635-2
PP	628-3	628-3	628-3	624-7
S1	610-5	610-5	621-5	603-6
S2	596-7	596-7	618-6
S3	565-3	579-1	615-7
S4	533-7	547-5	607-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	646-0	614-4	31-4	5.0%	6-7	1.1%	32%	False	False	756
10	686-4	614-4	72-0	11.5%	5-6	0.9%	14%	False	False	689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	639-6
2.618	634-7
1.618	631-7
1.000	630-0
0.618	628-7
HIGH	627-0
0.618	625-7
0.500	625-4
0.382	625-1
LOW	624-0
0.618	622-1
1.000	621-0
1.618	619-1
2.618	616-1
4.250	611-2

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	625-4	623-3
PP	625-1	622-2
S1	624-7	621-1

Download as Excel Spreadsheet

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

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