CME Pit-Traded Wheat Future September 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	558-0	553-4	-4-4	-0.8%	549-4
High	560-4	554-0	-6-4	-1.2%	570-0
Low	545-4	549-4	4-0	0.7%	541-4
Close	546-4	549-0	2-4	0.5%	570-4
Range	15-0	4-4	-10-4	-70.0%	28-4
ATR	11-7	11-5	-0-3	-2.6%	0-0
Volume	4,262	6,274	2,012	47.2%	17,734

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	564-3	561-1	551-4
R3	559-7	556-5	550-2
R2	555-3	555-3	549-7
R1	552-1	552-1	549-3	551-4
PP	550-7	550-7	550-7	550-4
S1	547-5	547-5	548-5	547-0
S2	546-3	546-3	548-1
S3	541-7	543-1	547-6
S4	537-3	538-5	546-4

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	545-4	24-4	4.5%	6-4	1.2%	14%	False	False	3,907
10	570-0	541-4	28-4	5.2%	4-6	0.9%	26%	False	False	4,111
20	600-4	541-4	59-0	10.7%	8-0	1.4%	13%	False	False	3,963
40	600-4	539-0	61-4	11.2%	6-0	1.1%	16%	False	False	2,901
60	621-4	539-0	82-4	15.0%	5-3	1.0%	12%	False	False	2,373

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	573-1
2.618	565-6
1.618	561-2
1.000	558-4
0.618	556-6
HIGH	554-0
0.618	552-2
0.500	551-6
0.382	551-2
LOW	549-4
0.618	546-6
1.000	545-0
1.618	542-2
2.618	537-6
4.250	530-3

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	551-6	557-6
PP	550-7	554-7
S1	549-7	551-7

Download as Excel Spreadsheet

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

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