CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	614-2	629-2	15-0	2.4%	596-4
High	614-2	629-2	15-0	2.4%	629-2
Low	614-2	629-2	15-0	2.4%	596-4
Close	614-2	629-2	15-0	2.4%	629-2
Range
ATR	15-7	15-7	-0-1	-0.4%	0-0
Volume	461	373	-88	-19.1%	1,335

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	629-2	629-2	629-2
R3	629-2	629-2	629-2
R2	629-2	629-2	629-2
R1	629-2	629-2	629-2	629-2
PP	629-2	629-2	629-2	629-2
S1	629-2	629-2	629-2	629-2
S2	629-2	629-2	629-2
S3	629-2	629-2	629-2
S4	629-2	629-2	629-2

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	716-5	705-5	647-2
R3	683-7	672-7	638-2
R2	651-1	651-1	635-2
R1	640-1	640-1	632-2	645-5
PP	618-3	618-3	618-3	621-0
S1	607-3	607-3	626-2	612-7
S2	585-5	585-5	623-2
S3	552-7	574-5	620-2
S4	520-1	541-7	611-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	629-2	596-4	32-6	5.2%	0-5	0.1%	100%	True	False	541
10	673-0	596-4	76-4	12.2%	4-0	0.6%	43%	False	False	566

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	629-2
2.618	629-2
1.618	629-2
1.000	629-2
0.618	629-2
HIGH	629-2
0.618	629-2
0.500	629-2
0.382	629-2
LOW	629-2
0.618	629-2
1.000	629-2
1.618	629-2
2.618	629-2
4.250	629-2

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	629-2	626-6
PP	629-2	624-2
S1	629-2	621-6

Download as Excel Spreadsheet

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

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