CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	601-0	592-6	-8-2	-1.4%	637-0
High	601-0	592-6	-8-2	-1.4%	640-4
Low	601-0	592-6	-8-2	-1.4%	615-4
Close	601-0	592-6	-8-2	-1.4%	615-4
Range
ATR	13-5	13-2	-0-3	-2.8%	0-0
Volume	1,688	829	-859	-50.9%	2,047

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	592-6	592-6	592-6
R3	592-6	592-6	592-6
R2	592-6	592-6	592-6
R1	592-6	592-6	592-6	592-6
PP	592-6	592-6	592-6	592-6
S1	592-6	592-6	592-6	592-6
S2	592-6	592-6	592-6
S3	592-6	592-6	592-6
S4	592-6	592-6	592-6

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	625-6	592-6	33-0	5.6%	1-0	0.2%	0%	False	True	956
10	640-4	592-6	47-6	8.1%	0-6	0.1%	0%	False	True	688
20	673-0	592-6	80-2	13.5%	2-5	0.4%	0%	False	True	685

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	592-6
2.618	592-6
1.618	592-6
1.000	592-6
0.618	592-6
HIGH	592-6
0.618	592-6
0.500	592-6
0.382	592-6
LOW	592-6
0.618	592-6
1.000	592-6
1.618	592-6
2.618	592-6
4.250	592-6

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	592-6	602-3
PP	592-6	599-1
S1	592-6	596-0

Download as Excel Spreadsheet

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

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