CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	614-4	609-6	-4-6	-0.8%	633-0
High	627-4	609-6	-17-6	-2.8%	635-0
Low	613-6	609-6	-4-0	-0.7%	613-2
Close	614-4	609-6	-4-6	-0.8%	627-2
Range	13-6	0-0	-13-6	-100.0%	21-6
ATR	14-6	14-1	-0-6	-4.9%	0-0
Volume	2,559	2,768	209	8.2%	23,011

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	609-6	609-6	609-6
R3	609-6	609-6	609-6
R2	609-6	609-6	609-6
R1	609-6	609-6	609-6	609-6
PP	609-6	609-6	609-6	609-6
S1	609-6	609-6	609-6	609-6
S2	609-6	609-6	609-6
S3	609-6	609-6	609-6
S4	609-6	609-6	609-6

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	609-6	36-4	6.0%	10-1	1.7%	0%	False	True	3,026
10	646-2	609-6	36-4	6.0%	8-3	1.4%	0%	False	True	3,862
20	675-4	609-6	65-6	10.8%	6-0	1.0%	0%	False	True	3,299

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	609-6
2.618	609-6
1.618	609-6
1.000	609-6
0.618	609-6
HIGH	609-6
0.618	609-6
0.500	609-6
0.382	609-6
LOW	609-6
0.618	609-6
1.000	609-6
1.618	609-6
2.618	609-6
4.250	609-6

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	609-6	620-4
PP	609-6	616-7
S1	609-6	613-3

Download as Excel Spreadsheet

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

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