CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	579-0	586-6	7-6	1.3%	635-6
High	585-6	586-6	1-0	0.2%	646-2
Low	579-0	586-6	7-6	1.3%	605-4
Close	578-6	588-4	9-6	1.7%	606-2
Range	6-6	0-0	-6-6	-100.0%	40-6
ATR	13-3	13-0	-0-3	-2.9%	0-0
Volume	3,542	3,956	414	11.7%	13,511

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	587-3	587-7	588-4
R3	587-3	587-7	588-4
R2	587-3	587-3	588-4
R1	587-7	587-7	588-4	587-5
PP	587-3	587-3	587-3	587-2
S1	587-7	587-7	588-4	587-5
S2	587-3	587-3	588-4
S3	587-3	587-7	588-4
S4	587-3	587-7	588-4

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	609-6	579-0	30-6	5.2%	1-3	0.2%	31%	False	False	3,177
10	646-2	579-0	67-2	11.4%	7-4	1.3%	14%	False	False	3,336
20	675-4	579-0	96-4	16.4%	5-6	1.0%	10%	False	False	3,411

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	586-6
2.618	586-6
1.618	586-6
1.000	586-6
0.618	586-6
HIGH	586-6
0.618	586-6
0.500	586-6
0.382	586-6
LOW	586-6
0.618	586-6
1.000	586-6
1.618	586-6
2.618	586-6
4.250	586-6

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	587-7	586-5
PP	587-3	584-6
S1	586-6	582-7

Download as Excel Spreadsheet

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

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