CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	629-2	637-0	7-6	1.2%	596-4
High	629-2	640-0	10-6	1.7%	629-2
Low	629-2	637-0	7-6	1.2%	596-4
Close	629-2	638-4	9-2	1.5%	629-2
Range	0-0	3-0	3-0		32-6
ATR	15-7	15-4	-0-3	-2.3%	0-0
Volume	373	487	114	30.6%	1,335

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	647-4	646-0	640-1
R3	644-4	643-0	639-3
R2	641-4	641-4	639-0
R1	640-0	640-0	638-6	640-6
PP	638-4	638-4	638-4	638-7
S1	637-0	637-0	638-2	637-6
S2	635-4	635-4	638-0
S3	632-4	634-0	637-5
S4	629-4	631-0	636-7

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	640-0	596-4	43-4	6.8%	0-5	0.1%	97%	True	False	364
10	646-0	596-4	49-4	7.8%	3-6	0.6%	85%	False	False	560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	652-6
2.618	647-7
1.618	644-7
1.000	643-0
0.618	641-7
HIGH	640-0
0.618	638-7
0.500	638-4
0.382	638-1
LOW	637-0
0.618	635-1
1.000	634-0
1.618	632-1
2.618	629-1
4.250	624-2

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	638-4	634-6
PP	638-4	630-7
S1	638-4	627-1

Download as Excel Spreadsheet

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

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