CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 630-2 635-6 5-4 0.9% 633-0
High 635-0 646-2 11-2 1.8% 635-0
Low 625-0 628-0 3-0 0.5% 613-2
Close 627-2 635-6 8-4 1.4% 627-2
Range 10-0 18-2 8-2 82.5% 21-6
ATR 14-5 15-0 0-2 2.1% 0-0
Volume 3,670 2,467 -1,203 -32.8% 23,011
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 691-3 681-7 645-6
R3 673-1 663-5 640-6
R2 654-7 654-7 639-1
R1 645-3 645-3 637-3 644-7
PP 636-5 636-5 636-5 636-4
S1 627-1 627-1 634-1 626-5
S2 618-3 618-3 632-3
S3 600-1 608-7 630-6
S4 581-7 590-5 625-6
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
5 646-2 613-2 33-0 5.2% 9-6 1.5% 68% True False 3,577
10 668-4 613-2 55-2 8.7% 6-5 1.0% 41% False False 3,637
20 675-4 613-2 62-2 9.8% 7-1 1.1% 36% False False 3,349
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 1-3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 723-6
2.618 694-0
1.618 675-6
1.000 664-4
0.618 657-4
HIGH 646-2
0.618 639-2
0.500 637-1
0.382 635-0
LOW 628-0
0.618 616-6
1.000 609-6
1.618 598-4
2.618 580-2
4.250 550-4
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 637-1 634-3
PP 636-5 633-0
S1 636-2 631-5

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

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