CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	614-0	607-0	-7-0	-1.1%	607-0
High	614-0	607-0	-7-0	-1.1%	614-0
Low	612-4	607-0	-5-4	-0.9%	592-6
Close	610-6	607-0	-3-6	-0.6%	607-0
Range	1-4	0-0	-1-4	-100.0%	21-2
ATR	13-7	13-1	-0-6	-5.2%	0-0
Volume	1,901	476	-1,425	-75.0%	6,376

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	607-0	607-0	607-0
R3	607-0	607-0	607-0
R2	607-0	607-0	607-0
R1	607-0	607-0	607-0	607-0
PP	607-0	607-0	607-0	607-0
S1	607-0	607-0	607-0	607-0
S2	607-0	607-0	607-0
S3	607-0	607-0	607-0
S4	607-0	607-0	607-0

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	668-3	658-7	618-6
R3	647-1	637-5	612-7
R2	625-7	625-7	610-7
R1	616-3	616-3	609-0	617-5
PP	604-5	604-5	604-5	605-2
S1	595-1	595-1	605-0	596-3
S2	583-3	583-3	603-1
S3	562-1	573-7	601-1
S4	540-7	552-5	595-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	614-0	592-6	21-2	3.5%	1-2	0.2%	67%	False	False	1,275
10	640-4	592-6	47-6	7.9%	1-0	0.2%	30%	False	False	842
20	673-0	592-6	80-2	13.2%	2-4	0.4%	18%	False	False	704

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	607-0
2.618	607-0
1.618	607-0
1.000	607-0
0.618	607-0
HIGH	607-0
0.618	607-0
0.500	607-0
0.382	607-0
LOW	607-0
0.618	607-0
1.000	607-0
1.618	607-0
2.618	607-0
4.250	607-0

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	607-0	605-6
PP	607-0	604-5
S1	607-0	603-3

Download as Excel Spreadsheet

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

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