CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	617-0	630-2	13-2	2.1%	633-0
High	635-0	635-0	0-0	0.0%	635-0
Low	617-0	625-0	8-0	1.3%	613-2
Close	630-6	627-2	-3-4	-0.6%	627-2
Range	18-0	10-0	-8-0	-44.4%	21-6
ATR	15-0	14-5	-0-3	-2.4%	0-0
Volume	5,111	3,670	-1,441	-28.2%	23,011

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	659-1	653-1	632-6
R3	649-1	643-1	630-0
R2	639-1	639-1	629-1
R1	633-1	633-1	628-1	631-1
PP	629-1	629-1	629-1	628-0
S1	623-1	623-1	626-3	621-1
S2	619-1	619-1	625-3
S3	609-1	613-1	624-4
S4	599-1	603-1	621-6

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	690-3	680-5	639-2
R3	668-5	658-7	633-2
R2	646-7	646-7	631-2
R1	637-1	637-1	629-2	631-1
PP	625-1	625-1	625-1	622-2
S1	615-3	615-3	625-2	609-3
S2	603-3	603-3	623-2
S3	581-5	593-5	621-2
S4	559-7	571-7	615-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	635-0	613-2	21-6	3.5%	6-7	1.1%	64%	True	False	4,602
10	675-4	613-2	62-2	9.9%	6-5	1.1%	22%	False	False	3,810
20	692-2	613-2	79-0	12.6%	6-2	1.0%	18%	False	False	3,311

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	1-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	677-4
2.618	661-1
1.618	651-1
1.000	645-0
0.618	641-1
HIGH	635-0
0.618	631-1
0.500	630-0
0.382	628-7
LOW	625-0
0.618	618-7
1.000	615-0
1.618	608-7
2.618	598-7
4.250	582-4

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	630-0	626-2
PP	629-1	625-1
S1	628-1	624-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols