CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	615-4	607-0	-8-4	-1.4%	637-0
High	615-4	612-0	-3-4	-0.6%	640-4
Low	615-4	607-0	-8-4	-1.4%	615-4
Close	615-4	612-6	-2-6	-0.4%	615-4
Range	0-0	5-0	5-0		25-0
ATR	14-2	13-6	-0-3	-2.9%	0-0
Volume	639	1,482	843	131.9%	2,047

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	625-5	624-1	615-4
R3	620-5	619-1	614-1
R2	615-5	615-5	613-5
R1	614-1	614-1	613-2	614-7
PP	610-5	610-5	610-5	611-0
S1	609-1	609-1	612-2	609-7
S2	605-5	605-5	611-7
S3	600-5	604-1	611-3
S4	595-5	599-1	610-0

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	698-7	682-1	629-2
R3	673-7	657-1	622-3
R2	648-7	648-7	620-1
R1	632-1	632-1	617-6	628-0
PP	623-7	623-7	623-7	621-6
S1	607-1	607-1	613-2	603-0
S2	598-7	598-7	610-7
S3	573-7	582-1	608-5
S4	548-7	557-1	601-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	640-4	607-0	33-4	5.5%	1-0	0.2%	17%	False	True	608
10	640-4	596-4	44-0	7.2%	0-6	0.1%	37%	False	False	486
20	686-4	596-4	90-0	14.7%	3-2	0.5%	18%	False	False	587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	633-2
2.618	625-1
1.618	620-1
1.000	617-0
0.618	615-1
HIGH	612-0
0.618	610-1
0.500	609-4
0.382	608-7
LOW	607-0
0.618	603-7
1.000	602-0
1.618	598-7
2.618	593-7
4.250	585-6

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	611-5	616-3
PP	610-5	615-1
S1	609-4	614-0

Download as Excel Spreadsheet

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

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