CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 607-0 601-0 -6-0 -1.0% 637-0
High 612-0 601-0 -11-0 -1.8% 640-4
Low 607-0 601-0 -6-0 -1.0% 615-4
Close 612-6 601-0 -11-6 -1.9% 615-4
Range 5-0 0-0 -5-0 -100.0% 25-0
ATR 13-6 13-5 -0-1 -1.1% 0-0
Volume 1,482 1,688 206 13.9% 2,047
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 601-0 601-0 601-0
R3 601-0 601-0 601-0
R2 601-0 601-0 601-0
R1 601-0 601-0 601-0 601-0
PP 601-0 601-0 601-0 601-0
S1 601-0 601-0 601-0 601-0
S2 601-0 601-0 601-0
S3 601-0 601-0 601-0
S4 601-0 601-0 601-0
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
5 640-4 601-0 39-4 6.6% 1-0 0.2% 0% False True 850
10 640-4 601-0 39-4 6.6% 0-6 0.1% 0% False True 647
20 686-4 596-4 90-0 15.0% 3-2 0.5% 5% False False 658
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 601-0
2.618 601-0
1.618 601-0
1.000 601-0
0.618 601-0
HIGH 601-0
0.618 601-0
0.500 601-0
0.382 601-0
LOW 601-0
0.618 601-0
1.000 601-0
1.618 601-0
2.618 601-0
4.250 601-0
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 601-0 608-2
PP 601-0 605-7
S1 601-0 603-3

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

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