CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	592-6	614-0	21-2	3.6%	637-0
High	592-6	614-0	21-2	3.6%	640-4
Low	592-6	612-4	19-6	3.3%	615-4
Close	592-6	610-6	18-0	3.0%	615-4
Range	0-0	1-4	1-4		25-0
ATR	13-2	13-7	0-5	4.3%	0-0
Volume	829	1,901	1,072	129.3%	2,047

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	616-7	615-3	611-5
R3	615-3	613-7	611-1
R2	613-7	613-7	611-0
R1	612-3	612-3	610-7	612-3
PP	612-3	612-3	612-3	612-4
S1	610-7	610-7	610-5	610-7
S2	610-7	610-7	610-4
S3	609-3	609-3	610-3
S4	607-7	607-7	609-7

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	615-4	592-6	22-6	3.7%	1-2	0.2%	79%	False	False	1,307
10	640-4	592-6	47-6	7.8%	1-0	0.2%	38%	False	False	832
20	673-0	592-6	80-2	13.1%	2-5	0.4%	22%	False	False	717

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	620-3
2.618	617-7
1.618	616-3
1.000	615-4
0.618	614-7
HIGH	614-0
0.618	613-3
0.500	613-2
0.382	613-1
LOW	612-4
0.618	611-5
1.000	611-0
1.618	610-1
2.618	608-5
4.250	606-1

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	613-2	608-2
PP	612-3	605-7
S1	611-5	603-3

Download as Excel Spreadsheet

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

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