CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	668-4	647-4	-21-0	-3.1%	618-6
High	668-4	647-4	-21-0	-3.1%	651-2
Low	668-4	647-4	-21-0	-3.1%	618-6
Close	663-6	647-4	-16-2	-2.4%	651-2
Range
ATR	16-4	16-4	0-0	-0.1%	0-0
Volume	1,344	2,456	1,112	82.7%	9,794

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	647-4	647-4	647-4
R3	647-4	647-4	647-4
R2	647-4	647-4	647-4
R1	647-4	647-4	647-4	647-4
PP	647-4	647-4	647-4	647-4
S1	647-4	647-4	647-4	647-4
S2	647-4	647-4	647-4
S3	647-4	647-4	647-4
S4	647-4	647-4	647-4

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	647-4	28-0	4.3%	4-5	0.7%	0%	False	True	2,663
10	675-4	618-6	56-6	8.8%	3-4	0.5%	51%	False	False	2,735

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	647-4
2.618	647-4
1.618	647-4
1.000	647-4
0.618	647-4
HIGH	647-4
0.618	647-4
0.500	647-4
0.382	647-4
LOW	647-4
0.618	647-4
1.000	647-4
1.618	647-4
2.618	647-4
4.250	647-4

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	647-4	658-0
PP	647-4	654-4
S1	647-4	651-0

Download as Excel Spreadsheet

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

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