CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	561-4	569-0	7-4	1.3%	574-0
High	561-4	569-0	7-4	1.3%	574-0
Low	557-0	569-0	12-0	2.2%	557-0
Close	565-0	556-6	-8-2	-1.5%	565-0
Range	4-4	0-0	-4-4	-100.0%	17-0
ATR	10-7	10-3	-0-4	-4.5%	0-0
Volume	1,485	663	-822	-55.4%	5,671

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	564-7	560-7	556-6
R3	564-7	560-7	556-6
R2	564-7	564-7	556-6
R1	560-7	560-7	556-6	562-7
PP	564-7	564-7	564-7	566-0
S1	560-7	560-7	556-6	562-7
S2	564-7	564-7	556-6
S3	564-7	560-7	556-6
S4	564-7	560-7	556-6

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	616-3	607-5	574-3
R3	599-3	590-5	569-5
R2	582-3	582-3	568-1
R1	573-5	573-5	566-4	569-4
PP	565-3	565-3	565-3	563-2
S1	556-5	556-5	563-4	552-4
S2	548-3	548-3	561-7
S3	531-3	539-5	560-3
S4	514-3	522-5	555-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	574-0	557-0	17-0	3.1%	2-6	0.5%	-1%	False	False	1,266
10	621-4	557-0	64-4	11.6%	2-2	0.4%	0%	False	False	1,392
20	640-4	557-0	83-4	15.0%	1-5	0.3%	0%	False	False	1,117

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	True
Stretch	-1-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	569-0
2.618	569-0
1.618	569-0
1.000	569-0
0.618	569-0
HIGH	569-0
0.618	569-0
0.500	569-0
0.382	569-0
LOW	569-0
0.618	569-0
1.000	569-0
1.618	569-0
2.618	569-0
4.250	569-0

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	569-0	563-0
PP	564-7	560-7
S1	560-7	558-7

Download as Excel Spreadsheet

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

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