CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	668-4	656-4	-12-0	-1.8%	618-6
High	675-4	661-0	-14-4	-2.1%	651-2
Low	657-0	656-4	-0-4	-0.1%	618-6
Close	660-2	653-0	-7-2	-1.1%	651-2
Range	18-4	4-4	-14-0	-75.7%	32-4
ATR	17-4	16-4	-0-7	-5.3%	0-0
Volume	4,200	2,940	-1,260	-30.0%	9,794

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	670-3	666-1	655-4
R3	665-7	661-5	654-2
R2	661-3	661-3	653-7
R1	657-1	657-1	653-3	657-0
PP	656-7	656-7	656-7	656-6
S1	652-5	652-5	652-5	652-4
S2	652-3	652-3	652-1
S3	647-7	648-1	651-6
S4	643-3	643-5	650-4

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	625-0	50-4	7.7%	5-0	0.8%	55%	False	False	3,133
10	675-4	618-6	56-6	8.7%	4-7	0.7%	60%	False	False	3,135

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	0-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	680-1
2.618	672-6
1.618	668-2
1.000	665-4
0.618	663-6
HIGH	661-0
0.618	659-2
0.500	658-6
0.382	658-2
LOW	656-4
0.618	653-6
1.000	652-0
1.618	649-2
2.618	644-6
4.250	637-3

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	658-6	663-3
PP	656-7	659-7
S1	654-7	656-4

Download as Excel Spreadsheet

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

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