CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 586-6 581-0 -5-6 -1.0% 586-0
High 586-6 581-4 -5-2 -0.9% 586-6
Low 586-6 580-4 -6-2 -1.1% 579-0
Close 588-4 586-0 -2-4 -0.4% 586-0
Range 0-0 1-0 1-0 7-6
ATR 13-0 12-5 -0-3 -2.7% 0-0
Volume 3,956 3,475 -481 -12.2% 14,544
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 585-5 586-7 586-4
R3 584-5 585-7 586-2
R2 583-5 583-5 586-1
R1 584-7 584-7 586-1 584-2
PP 582-5 582-5 582-5 582-3
S1 583-7 583-7 585-7 583-2
S2 581-5 581-5 585-7
S3 580-5 582-7 585-6
S4 579-5 581-7 585-4
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 607-1 604-3 590-2
R3 599-3 596-5 588-1
R2 591-5 591-5 587-3
R1 588-7 588-7 586-6 589-7
PP 583-7 583-7 583-7 584-4
S1 581-1 581-1 585-2 582-1
S2 576-1 576-1 584-5
S3 568-3 573-3 583-7
S4 560-5 565-5 581-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605-4 579-0 26-4 4.5% 1-4 0.3% 26% False False 3,319
10 646-2 579-0 67-2 11.5% 5-7 1.0% 10% False False 3,172
20 675-4 579-0 96-4 16.5% 5-6 1.0% 7% False False 3,427
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 585-6
2.618 584-1
1.618 583-1
1.000 582-4
0.618 582-1
HIGH 581-4
0.618 581-1
0.500 581-0
0.382 580-7
LOW 580-4
0.618 579-7
1.000 579-4
1.618 578-7
2.618 577-7
4.250 576-2
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 584-3 585-0
PP 582-5 583-7
S1 581-0 582-7

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

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