CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	561-4	566-6	5-2	0.9%	621-4
High	561-4	566-6	5-2	0.9%	621-4
Low	561-4	566-6	5-2	0.9%	585-0
Close	557-6	566-6	9-0	1.6%	585-0
Range
ATR	11-1	11-0	-0-1	-1.4%	0-0
Volume	1,353	1,384	31	2.3%	7,587

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	566-6	566-6	566-6
R3	566-6	566-6	566-6
R2	566-6	566-6	566-6
R1	566-6	566-6	566-6	566-6
PP	566-6	566-6	566-6	566-6
S1	566-6	566-6	566-6	566-6
S2	566-6	566-6	566-6
S3	566-6	566-6	566-6
S4	566-6	566-6	566-6

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	588-6	561-4	27-2	4.8%	1-6	0.3%	19%	False	False	1,441
10	621-4	561-4	60-0	10.6%	2-0	0.3%	9%	False	False	1,415
20	640-4	561-4	79-0	13.9%	1-3	0.2%	7%	False	False	1,051

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	566-6
2.618	566-6
1.618	566-6
1.000	566-6
0.618	566-6
HIGH	566-6
0.618	566-6
0.500	566-6
0.382	566-6
LOW	566-6
0.618	566-6
1.000	566-6
1.618	566-6
2.618	566-6
4.250	566-6

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	566-6	567-6
PP	566-6	567-3
S1	566-6	567-1

Download as Excel Spreadsheet

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

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