CME Pit-Traded Wheat Future September 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	627-0	596-4	-30-4	-4.9%	646-0
High	627-0	596-4	-30-4	-4.9%	646-0
Low	624-0	596-4	-27-4	-4.4%	614-4
Close	624-4	596-4	-28-0	-4.5%	624-4
Range	3-0	0-0	-3-0	-100.0%	31-4
ATR
Volume	1,371	82	-1,289	-94.0%	3,783

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	596-4	596-4	596-4
R3	596-4	596-4	596-4
R2	596-4	596-4	596-4
R1	596-4	596-4	596-4	596-4
PP	596-4	596-4	596-4	596-4
S1	596-4	596-4	596-4	596-4
S2	596-4	596-4	596-4
S3	596-4	596-4	596-4
S4	596-4	596-4	596-4

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	627-0	596-4	30-4	5.1%	0-5	0.1%	0%	False	True	650
10	686-4	596-4	90-0	15.1%	5-6	1.0%	0%	False	True	669

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 2 trading days

Fibonacci Retracements and Extensions
4.250	596-4
2.618	596-4
1.618	596-4
1.000	596-4
0.618	596-4
HIGH	596-4
0.618	596-4
0.500	596-4
0.382	596-4
LOW	596-4
0.618	596-4
1.000	596-4
1.618	596-4
2.618	596-4
4.250	596-4

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	596-4	611-6
PP	596-4	606-5
S1	596-4	601-5

Download as Excel Spreadsheet

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

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