CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	586-0	579-0	-7-0	-1.2%	635-6
High	586-0	585-6	-0-2	0.0%	646-2
Low	586-0	579-0	-7-0	-1.2%	605-4
Close	585-2	578-6	-6-4	-1.1%	606-2
Range	0-0	6-6	6-6		40-6
ATR	13-7	13-3	-0-4	-3.7%	0-0
Volume	3,571	3,542	-29	-0.8%	13,511

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	601-3	596-7	582-4
R3	594-5	590-1	580-5
R2	587-7	587-7	580-0
R1	583-3	583-3	579-3	582-2
PP	581-1	581-1	581-1	580-5
S1	576-5	576-5	578-1	575-4
S2	574-3	574-3	577-4
S3	567-5	569-7	576-7
S4	560-7	563-1	575-0

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	741-5	714-5	628-5
R3	700-7	673-7	617-4
R2	660-1	660-1	613-6
R1	633-1	633-1	610-0	626-2
PP	619-3	619-3	619-3	615-7
S1	592-3	592-3	602-4	585-4
S2	578-5	578-5	598-6
S3	537-7	551-5	595-0
S4	497-1	510-7	583-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	627-4	579-0	48-4	8.4%	4-1	0.7%	-1%	False	True	2,898
10	646-2	579-0	67-2	11.6%	7-4	1.3%	0%	False	True	3,177
20	675-4	579-0	96-4	16.7%	5-6	1.0%	0%	False	True	3,363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	614-4
2.618	603-3
1.618	596-5
1.000	592-4
0.618	589-7
HIGH	585-6
0.618	583-1
0.500	582-3
0.382	581-5
LOW	579-0
0.618	574-7
1.000	572-2
1.618	568-1
2.618	561-3
4.250	550-2

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	582-3	592-2
PP	581-1	587-6
S1	580-0	583-2

Download as Excel Spreadsheet

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

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