CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	593-6	588-6	-5-0	-0.8%	607-0
High	606-2	588-6	-17-4	-2.9%	614-0
Low	605-0	588-6	-16-2	-2.7%	592-6
Close	593-6	588-6	-5-0	-0.8%	607-0
Range	1-2	0-0	-1-2	-100.0%	21-2
ATR	12-2	11-6	-0-4	-4.2%	0-0
Volume	1,755	1,732	-23	-1.3%	6,376

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	588-6	588-6	588-6
R3	588-6	588-6	588-6
R2	588-6	588-6	588-6
R1	588-6	588-6	588-6	588-6
PP	588-6	588-6	588-6	588-6
S1	588-6	588-6	588-6	588-6
S2	588-6	588-6	588-6
S3	588-6	588-6	588-6
S4	588-6	588-6	588-6

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	588-6	32-6	5.6%	1-7	0.3%	0%	False	True	1,355
10	621-4	588-6	32-6	5.6%	1-5	0.3%	0%	False	True	1,331
20	640-4	588-6	51-6	8.8%	1-1	0.2%	0%	False	True	927

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 3 trading days

Fibonacci Retracements and Extensions
4.250	588-6
2.618	588-6
1.618	588-6
1.000	588-6
0.618	588-6
HIGH	588-6
0.618	588-6
0.500	588-6
0.382	588-6
LOW	588-6
0.618	588-6
1.000	588-6
1.618	588-6
2.618	588-6
4.250	588-6

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	588-6	600-7
PP	588-6	596-7
S1	588-6	592-6

Download as Excel Spreadsheet

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

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