CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	617-4	614-2	-3-2	-0.5%	646-0
High	617-4	614-2	-3-2	-0.5%	646-0
Low	617-4	614-2	-3-2	-0.5%	614-4
Close	618-6	614-2	-4-4	-0.7%	624-4
Range
ATR	0-0	15-7	15-7		0-0
Volume	419	461	42	10.0%	3,783

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	614-2	614-2	614-2
R3	614-2	614-2	614-2
R2	614-2	614-2	614-2
R1	614-2	614-2	614-2	614-2
PP	614-2	614-2	614-2	614-2
S1	614-2	614-2	614-2	614-2
S2	614-2	614-2	614-2
S3	614-2	614-2	614-2
S4	614-2	614-2	614-2

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	5.0%	0-5	0.1%	58%	False	False	692
10	673-0	596-4	76-4	12.5%	4-3	0.7%	23%	False	False	603

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	614-2
2.618	614-2
1.618	614-2
1.000	614-2
0.618	614-2
HIGH	614-2
0.618	614-2
0.500	614-2
0.382	614-2
LOW	614-2
0.618	614-2
1.000	614-2
1.618	614-2
2.618	614-2
4.250	614-2

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	614-2	611-7
PP	614-2	609-3
S1	614-2	607-0

Download as Excel Spreadsheet

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

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