CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 13-Feb-2009

Day Change Summary
	Previous	Current
	12-Feb-2009	13-Feb-2009	Change	Change %	Previous Week
Open	588-6	585-0	-3-6	-0.6%	621-4
High	588-6	585-0	-3-6	-0.6%	621-4
Low	588-6	585-0	-3-6	-0.6%	585-0
Close	588-6	585-0	-3-6	-0.6%	585-0
Range
ATR	11-6	11-1	-0-5	-4.9%	0-0
Volume	1,732	1,287	-445	-25.7%	7,587

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	585-0	585-0	585-0
R3	585-0	585-0	585-0
R2	585-0	585-0	585-0
R1	585-0	585-0	585-0	585-0
PP	585-0	585-0	585-0	585-0
S1	585-0	585-0	585-0	585-0
S2	585-0	585-0	585-0
S3	585-0	585-0	585-0
S4	585-0	585-0	585-0

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	706-5	682-3	605-1
R3	670-1	645-7	595-0
R2	633-5	633-5	591-6
R1	609-3	609-3	588-3	603-2
PP	597-1	597-1	597-1	594-1
S1	572-7	572-7	581-5	566-6
S2	560-5	560-5	578-2
S3	524-1	536-3	575-0
S4	487-5	499-7	564-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	621-4	585-0	36-4	6.2%	1-7	0.3%	0%	False	True	1,517
10	621-4	585-0	36-4	6.2%	1-5	0.3%	0%	False	True	1,396
20	640-4	585-0	55-4	9.5%	1-1	0.2%	0%	False	True	935

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	-1-1

Fibonacci Retracements and Extensions
4.250	585-0
2.618	585-0
1.618	585-0
1.000	585-0
0.618	585-0
HIGH	585-0
0.618	585-0
0.500	585-0
0.382	585-0
LOW	585-0
0.618	585-0
1.000	585-0
1.618	585-0
2.618	585-0
4.250	585-0

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	585-0	595-5
PP	585-0	592-1
S1	585-0	588-4

Download as Excel Spreadsheet

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

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