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

Download as Excel Spreadsheet

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

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