CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	644-4	633-0	-11-4	-1.8%	668-4
High	644-4	633-0	-11-4	-1.8%	675-4
Low	635-4	629-0	-6-4	-1.0%	635-4
Close	635-4	633-0	-2-4	-0.4%	635-4
Range	9-0	4-0	-5-0	-55.6%	40-0
ATR	16-1	15-4	-0-6	-4.3%	0-0
Volume	4,156	7,590	3,434	82.6%	15,096

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	643-5	642-3	635-2
R3	639-5	638-3	634-1
R2	635-5	635-5	633-6
R1	634-3	634-3	633-3	635-0
PP	631-5	631-5	631-5	632-0
S1	630-3	630-3	632-5	631-0
S2	627-5	627-5	632-2
S3	623-5	626-3	631-7
S4	619-5	622-3	630-6

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	668-4	629-0	39-4	6.2%	3-4	0.6%	10%	False	True	3,697
10	675-4	618-6	56-6	9.0%	3-6	0.6%	25%	False	False	3,248
20	707-0	618-6	88-2	13.9%	5-6	0.9%	16%	False	False	3,160

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	650-0
2.618	643-4
1.618	639-4
1.000	637-0
0.618	635-4
HIGH	633-0
0.618	631-4
0.500	631-0
0.382	630-4
LOW	629-0
0.618	626-4
1.000	625-0
1.618	622-4
2.618	618-4
4.250	612-0

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	632-3	638-2
PP	631-5	636-4
S1	631-0	634-6

Download as Excel Spreadsheet

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

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