CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	607-0	621-4	14-4	2.4%	607-0
High	607-0	621-4	14-4	2.4%	614-0
Low	607-0	621-4	14-4	2.4%	592-6
Close	607-0	615-2	8-2	1.4%	607-0
Range
ATR	13-1	13-2	0-1	0.7%	0-0
Volume	476	1,156	680	142.9%	6,376

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	619-3	617-3	615-2
R3	619-3	617-3	615-2
R2	619-3	619-3	615-2
R1	617-3	617-3	615-2	618-3
PP	619-3	619-3	619-3	620-0
S1	617-3	617-3	615-2	618-3
S2	619-3	619-3	615-2
S3	619-3	617-3	615-2
S4	619-3	617-3	615-2

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	621-4	592-6	28-6	4.7%	0-2	0.0%	78%	True	False	1,210
10	640-4	592-6	47-6	7.8%	0-5	0.1%	47%	False	False	909
20	646-0	592-6	53-2	8.7%	2-2	0.4%	42%	False	False	734

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	621-4
2.618	621-4
1.618	621-4
1.000	621-4
0.618	621-4
HIGH	621-4
0.618	621-4
0.500	621-4
0.382	621-4
LOW	621-4
0.618	621-4
1.000	621-4
1.618	621-4
2.618	621-4
4.250	621-4

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	621-4	614-7
PP	619-3	614-5
S1	617-3	614-2

Download as Excel Spreadsheet

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

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