CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	560-0	569-4	9-4	1.7%	549-4
High	569-6	570-0	0-2	0.0%	570-0
Low	560-0	567-0	7-0	1.3%	541-4
Close	567-6	570-4	2-6	0.5%	570-4
Range	9-6	3-0	-6-6	-69.2%	28-4
ATR	11-4	10-7	-0-5	-5.3%	0-0
Volume	1,889	3,393	1,504	79.6%	17,734

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	578-1	577-3	572-1
R3	575-1	574-3	571-3
R2	572-1	572-1	571-0
R1	571-3	571-3	570-6	571-6
PP	569-1	569-1	569-1	569-3
S1	568-3	568-3	570-2	568-6
S2	566-1	566-1	570-0
S3	563-1	565-3	569-5
S4	560-1	562-3	568-7

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	646-1	636-7	586-1
R3	617-5	608-3	578-3
R2	589-1	589-1	575-6
R1	579-7	579-7	573-1	584-4
PP	560-5	560-5	560-5	563-0
S1	551-3	551-3	567-7	556-0
S2	532-1	532-1	565-2
S3	503-5	522-7	562-5
S4	475-1	494-3	554-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	570-0	541-4	28-4	5.0%	4-2	0.7%	102%	True	False	3,546
10	570-0	541-4	28-4	5.0%	3-4	0.6%	102%	True	False	3,850
20	600-4	540-0	60-4	10.6%	7-1	1.2%	50%	False	False	3,621
40	600-4	539-0	61-4	10.8%	5-7	1.0%	51%	False	False	2,714
60	625-6	539-0	86-6	15.2%	5-0	0.9%	36%	False	False	2,211

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	False
Stretch	0-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	582-6
2.618	577-7
1.618	574-7
1.000	573-0
0.618	571-7
HIGH	570-0
0.618	568-7
0.500	568-4
0.382	568-1
LOW	567-0
0.618	565-1
1.000	564-0
1.618	562-1
2.618	559-1
4.250	554-2

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	569-7	567-5
PP	569-1	564-7
S1	568-4	562-0

Download as Excel Spreadsheet

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

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