CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	613-2	617-0	3-6	0.6%	668-4
High	613-2	635-0	21-6	3.5%	675-4
Low	613-2	617-0	3-6	0.6%	635-4
Close	613-2	630-6	17-4	2.9%	635-4
Range	0-0	18-0	18-0		40-0
ATR	14-4	15-0	0-4	3.6%	0-0
Volume	2,371	5,111	2,740	115.6%	15,096

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	681-5	674-1	640-5
R3	663-5	656-1	635-6
R2	645-5	645-5	634-0
R1	638-1	638-1	632-3	641-7
PP	627-5	627-5	627-5	629-4
S1	620-1	620-1	629-1	623-7
S2	609-5	609-5	627-4
S3	591-5	602-1	625-6
S4	573-5	584-1	620-7

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	644-4	613-2	31-2	5.0%	6-6	1.1%	56%	False	False	4,699
10	675-4	613-2	62-2	9.9%	5-5	0.9%	28%	False	False	3,681
20	692-2	613-2	79-0	12.5%	5-6	0.9%	22%	False	False	3,376

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 8 trading days

Fibonacci Retracements and Extensions
4.250	711-4
2.618	682-1
1.618	664-1
1.000	653-0
0.618	646-1
HIGH	635-0
0.618	628-1
0.500	626-0
0.382	623-7
LOW	617-0
0.618	605-7
1.000	599-0
1.618	587-7
2.618	569-7
4.250	540-4

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	629-1	628-4
PP	627-5	626-3
S1	626-0	624-1

Download as Excel Spreadsheet

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

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