CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	647-4	644-4	-3-0	-0.5%	668-4
High	647-4	644-4	-3-0	-0.5%	675-4
Low	647-4	635-4	-12-0	-1.9%	635-4
Close	647-4	635-4	-12-0	-1.9%	635-4
Range	0-0	9-0	9-0		40-0
ATR	16-4	16-1	-0-3	-1.9%	0-0
Volume	2,456	4,156	1,700	69.2%	15,096

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	665-4	659-4	640-4
R3	656-4	650-4	638-0
R2	647-4	647-4	637-1
R1	641-4	641-4	636-3	640-0
PP	638-4	638-4	638-4	637-6
S1	632-4	632-4	634-5	631-0
S2	629-4	629-4	633-7
S3	620-4	623-4	633-0
S4	611-4	614-4	630-4

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	768-7	742-1	657-4
R3	728-7	702-1	646-4
R2	688-7	688-7	642-7
R1	662-1	662-1	639-1	655-4
PP	648-7	648-7	648-7	645-4
S1	622-1	622-1	631-7	615-4
S2	608-7	608-7	628-1
S3	568-7	582-1	624-4
S4	528-7	542-1	613-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	675-4	635-4	40-0	6.3%	6-3	1.0%	0%	False	True	3,019
10	675-4	618-6	56-6	8.9%	4-0	0.6%	30%	False	False	2,836

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	682-6
2.618	668-0
1.618	659-0
1.000	653-4
0.618	650-0
HIGH	644-4
0.618	641-0
0.500	640-0
0.382	639-0
LOW	635-4
0.618	630-0
1.000	626-4
1.618	621-0
2.618	612-0
4.250	597-2

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	640-0	652-0
PP	638-4	646-4
S1	637-0	641-0

Download as Excel Spreadsheet

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

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