CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	640-4	625-6	-14-6	-2.3%	596-4
High	640-4	625-6	-14-6	-2.3%	629-2
Low	640-4	625-6	-14-6	-2.3%	596-4
Close	642-0	625-6	-16-2	-2.5%	629-2
Range
ATR	14-3	14-4	0-1	0.9%	0-0
Volume	299	144	-155	-51.8%	1,335

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	625-6	625-6	625-6
R3	625-6	625-6	625-6
R2	625-6	625-6	625-6
R1	625-6	625-6	625-6	625-6
PP	625-6	625-6	625-6	625-6
S1	625-6	625-6	625-6	625-6
S2	625-6	625-6	625-6
S3	625-6	625-6	625-6
S4	625-6	625-6	625-6

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	625-6	14-6	2.4%	0-5	0.1%	0%	False	True	356
10	640-4	596-4	44-0	7.0%	0-5	0.1%	66%	False	False	524

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	625-6
2.618	625-6
1.618	625-6
1.000	625-6
0.618	625-6
HIGH	625-6
0.618	625-6
0.500	625-6
0.382	625-6
LOW	625-6
0.618	625-6
1.000	625-6
1.618	625-6
2.618	625-6
4.250	625-6

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	625-6	633-1
PP	625-6	630-5
S1	625-6	628-2

Download as Excel Spreadsheet

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

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