CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	632-0	640-4	8-4	1.3%	596-4
High	632-0	640-4	8-4	1.3%	629-2
Low	632-0	640-4	8-4	1.3%	596-4
Close	632-0	642-0	10-0	1.6%	629-2
Range
ATR	14-7	14-3	-0-4	-3.1%	0-0
Volume	478	299	-179	-37.4%	1,335

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	641-0	641-4	642-0
R3	641-0	641-4	642-0
R2	641-0	641-0	642-0
R1	641-4	641-4	642-0	641-2
PP	641-0	641-0	641-0	640-7
S1	641-4	641-4	642-0	641-2
S2	641-0	641-0	642-0
S3	641-0	641-4	642-0
S4	641-0	641-4	642-0

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	640-4	614-2	26-2	4.1%	0-5	0.1%	106%	True	False	419
10	640-4	596-4	44-0	6.9%	0-5	0.1%	103%	True	False	544

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	640-4
2.618	640-4
1.618	640-4
1.000	640-4
0.618	640-4
HIGH	640-4
0.618	640-4
0.500	640-4
0.382	640-4
LOW	640-4
0.618	640-4
1.000	640-4
1.618	640-4
2.618	640-4
4.250	640-4

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	641-4	640-1
PP	641-0	638-1
S1	640-4	636-2

Download as Excel Spreadsheet

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

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