CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	553-4	560-0	6-4	1.2%	574-0
High	563-0	573-4	10-4	1.9%	574-0
Low	553-4	560-0	6-4	1.2%	557-0
Close	562-2	571-6	9-4	1.7%	565-0
Range	9-4	13-4	4-0	42.1%	17-0
ATR	10-3	10-4	0-2	2.2%	0-0
Volume	851	1,344	493	57.9%	5,671

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	608-7	603-7	579-1
R3	595-3	590-3	575-4
R2	581-7	581-7	574-2
R1	576-7	576-7	573-0	579-3
PP	568-3	568-3	568-3	569-6
S1	563-3	563-3	570-4	565-7
S2	554-7	554-7	569-2
S3	541-3	549-7	568-0
S4	527-7	536-3	564-3

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	573-4	553-4	20-0	3.5%	5-4	1.0%	91%	True	False	1,145
10	606-2	553-4	52-6	9.2%	3-6	0.7%	35%	False	False	1,330
20	640-4	553-4	87-0	15.2%	2-5	0.5%	21%	False	False	1,178

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 30 trading days

Fibonacci Retracements and Extensions
4.250	630-7
2.618	608-7
1.618	595-3
1.000	587-0
0.618	581-7
HIGH	573-4
0.618	568-3
0.500	566-6
0.382	565-1
LOW	560-0
0.618	551-5
1.000	546-4
1.618	538-1
2.618	524-5
4.250	502-5

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	570-1	569-0
PP	568-3	566-2
S1	566-6	563-4

Download as Excel Spreadsheet

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

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