CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	651-2	668-4	17-2	2.6%	618-6
High	651-2	675-4	24-2	3.7%	651-2
Low	651-2	657-0	5-6	0.9%	618-6
Close	651-2	660-2	9-0	1.4%	651-2
Range	0-0	18-4	18-4		32-4
ATR	17-0	17-4	0-4	3.1%	0-0
Volume	2,379	4,200	1,821	76.5%	9,794

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	719-6	708-4	670-3
R3	701-2	690-0	665-3
R2	682-6	682-6	663-5
R1	671-4	671-4	662-0	667-7
PP	664-2	664-2	664-2	662-4
S1	653-0	653-0	658-4	649-3
S2	645-6	645-6	656-7
S3	627-2	634-4	655-1
S4	608-6	616-0	650-1

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	737-7	727-1	669-1
R3	705-3	694-5	660-2
R2	672-7	672-7	657-2
R1	662-1	662-1	654-2	667-4
PP	640-3	640-3	640-3	643-1
S1	629-5	629-5	648-2	635-0
S2	607-7	607-7	645-2
S3	575-3	597-1	642-2
S4	542-7	564-5	633-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	675-4	618-6	56-6	8.6%	4-1	0.6%	73%	True	False	2,798
10	675-4	618-6	56-6	8.6%	7-5	1.2%	73%	True	False	3,061

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	0-6
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	754-1
2.618	723-7
1.618	705-3
1.000	694-0
0.618	686-7
HIGH	675-4
0.618	668-3
0.500	666-2
0.382	664-1
LOW	657-0
0.618	645-5
1.000	638-4
1.618	627-1
2.618	608-5
4.250	578-3

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	666-2	658-7
PP	664-2	657-3
S1	662-2	656-0

Download as Excel Spreadsheet

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

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