CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 635-6 622-4 -13-2 -2.1% 633-0
High 646-2 631-2 -15-0 -2.3% 635-0
Low 628-0 622-4 -5-4 -0.9% 613-2
Close 635-6 628-0 -7-6 -1.2% 627-2
Range 18-2 8-6 -9-4 -52.1% 21-6
ATR 15-0 14-7 -0-1 -0.8% 0-0
Volume 2,467 3,666 1,199 48.6% 23,011
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 653-4 649-4 632-6
R3 644-6 640-6 630-3
R2 636-0 636-0 629-5
R1 632-0 632-0 628-6 634-0
PP 627-2 627-2 627-2 628-2
S1 623-2 623-2 627-2 625-2
S2 618-4 618-4 626-3
S3 609-6 614-4 625-5
S4 601-0 605-6 623-2
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 5.3% 11-0 1.8% 45% False False 3,457
10 668-4 613-2 55-2 8.8% 7-0 1.1% 27% False False 3,710
20 675-4 613-2 62-2 9.9% 6-0 0.9% 24% False False 3,422
Crabel Price Patterns
NR True
NR4 True
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 1-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 668-4
2.618 654-1
1.618 645-3
1.000 640-0
0.618 636-5
HIGH 631-2
0.618 627-7
0.500 626-7
0.382 625-7
LOW 622-4
0.618 617-1
1.000 613-6
1.618 608-3
2.618 599-5
4.250 585-2
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 627-5 634-3
PP 627-2 632-2
S1 626-7 630-1

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

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