CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 17-Feb-2009

Day Change Summary
	Previous	Current
	13-Feb-2009	17-Feb-2009	Change	Change %	Previous Week
Open	585-0	574-0	-11-0	-1.9%	621-4
High	585-0	574-0	-11-0	-1.9%	621-4
Low	585-0	565-0	-20-0	-3.4%	585-0
Close	585-0	564-0	-21-0	-3.6%	585-0
Range	0-0	9-0	9-0		36-4
ATR	11-1	11-6	0-5	5.7%	0-0
Volume	1,287	1,449	162	12.6%	7,587

Daily Pivots for day following 17-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	594-5	588-3	569-0
R3	585-5	579-3	566-4
R2	576-5	576-5	565-5
R1	570-3	570-3	564-7	569-0
PP	567-5	567-5	567-5	567-0
S1	561-3	561-3	563-1	560-0
S2	558-5	558-5	562-3
S3	549-5	552-3	561-4
S4	540-5	543-3	559-0

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	613-0	565-0	48-0	8.5%	3-5	0.6%	-2%	False	True	1,576
10	621-4	565-0	56-4	10.0%	2-0	0.4%	-2%	False	True	1,393
20	640-4	565-0	75-4	13.4%	1-3	0.2%	-1%	False	True	939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-1-1
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	612-2
2.618	597-4
1.618	588-4
1.000	583-0
0.618	579-4
HIGH	574-0
0.618	570-4
0.500	569-4
0.382	568-4
LOW	565-0
0.618	559-4
1.000	556-0
1.618	550-4
2.618	541-4
4.250	526-6

Fisher Pivots for day following 17-Feb-2009
Pivot	1 day	3 day
R1	569-4	576-7
PP	567-5	572-5
S1	565-7	568-2

Download as Excel Spreadsheet

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

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