CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	622-4	614-4	-8-0	-1.3%	633-0
High	631-2	627-4	-3-6	-0.6%	635-0
Low	622-4	613-6	-8-6	-1.4%	613-2
Close	628-0	614-4	-13-4	-2.1%	627-2
Range	8-6	13-6	5-0	57.1%	21-6
ATR	14-7	14-6	0-0	-0.3%	0-0
Volume	3,666	2,559	-1,107	-30.2%	23,011

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	659-7	650-7	622-0
R3	646-1	637-1	618-2
R2	632-3	632-3	617-0
R1	623-3	623-3	615-6	621-3
PP	618-5	618-5	618-5	617-4
S1	609-5	609-5	613-2	607-5
S2	604-7	604-7	612-0
S3	591-1	595-7	610-6
S4	577-3	582-1	607-0

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	613-6	32-4	5.3%	13-6	2.2%	2%	False	True	3,494
10	647-4	613-2	34-2	5.6%	8-3	1.4%	4%	False	False	3,831
20	675-4	613-2	62-2	10.1%	6-0	1.0%	2%	False	False	3,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	686-0
2.618	663-4
1.618	649-6
1.000	641-2
0.618	636-0
HIGH	627-4
0.618	622-2
0.500	620-5
0.382	619-0
LOW	613-6
0.618	605-2
1.000	600-0
1.618	591-4
2.618	577-6
4.250	555-2

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	620-5	630-0
PP	618-5	624-7
S1	616-4	619-5

Download as Excel Spreadsheet

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

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