CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	596-4	617-4	21-0	3.5%	646-0
High	596-4	617-4	21-0	3.5%	646-0
Low	596-4	617-4	21-0	3.5%	614-4
Close	596-4	618-6	22-2	3.7%	624-4
Range
ATR
Volume	82	419	337	411.0%	3,783

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	617-7	618-3	618-6
R3	617-7	618-3	618-6
R2	617-7	617-7	618-6
R1	618-3	618-3	618-6	618-1
PP	617-7	617-7	617-7	617-6
S1	618-3	618-3	618-6	618-1
S2	617-7	617-7	618-6
S3	617-7	618-3	618-6
S4	617-7	618-3	618-6

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	4.9%	0-5	0.1%	73%	False	False	669
10	673-0	596-4	76-4	12.4%	4-3	0.7%	29%	False	False	682

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	617-4
2.618	617-4
1.618	617-4
1.000	617-4
0.618	617-4
HIGH	617-4
0.618	617-4
0.500	617-4
0.382	617-4
LOW	617-4
0.618	617-4
1.000	617-4
1.618	617-4
2.618	617-4
4.250	617-4

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	618-3	616-3
PP	617-7	614-1
S1	617-4	611-6

Download as Excel Spreadsheet

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

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