CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	613-0	593-6	-19-2	-3.1%	607-0
High	613-0	606-2	-6-6	-1.1%	614-0
Low	605-0	605-0	0-0	0.0%	592-6
Close	607-0	593-6	-13-2	-2.2%	607-0
Range	8-0	1-2	-6-6	-84.4%	21-2
ATR	13-0	12-2	-0-6	-6.0%	0-0
Volume	1,657	1,755	98	5.9%	6,376

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	605-3	600-7	594-4
R3	604-1	599-5	594-1
R2	602-7	602-7	594-0
R1	598-3	598-3	593-7	594-3
PP	601-5	601-5	601-5	599-6
S1	597-1	597-1	593-5	593-1
S2	600-3	600-3	593-4
S3	599-1	595-7	593-3
S4	597-7	594-5	593-0

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	621-4	605-0	16-4	2.8%	2-1	0.4%	-68%	False	True	1,389
10	625-6	592-6	33-0	5.6%	1-5	0.3%	3%	False	False	1,172
20	640-4	592-6	47-6	8.0%	1-1	0.2%	2%	False	False	858

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	-1-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	611-4
2.618	609-4
1.618	608-2
1.000	607-4
0.618	607-0
HIGH	606-2
0.618	605-6
0.500	605-5
0.382	605-4
LOW	605-0
0.618	604-2
1.000	603-6
1.618	603-0
2.618	601-6
4.250	599-6

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	605-5	613-2
PP	601-5	606-6
S1	597-6	600-2

Download as Excel Spreadsheet

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

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