CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	581-0	578-6	-2-2	-0.4%	586-0
High	581-4	578-6	-2-6	-0.5%	586-6
Low	580-4	578-6	-1-6	-0.3%	579-0
Close	586-0	578-6	-7-2	-1.2%	586-0
Range	1-0	0-0	-1-0	-100.0%	7-6
ATR	12-5	12-2	-0-3	-3.0%	0-0
Volume	3,475	2,515	-960	-27.6%	14,544

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	578-6	578-6	578-6
R3	578-6	578-6	578-6
R2	578-6	578-6	578-6
R1	578-6	578-6	578-6	578-6
PP	578-6	578-6	578-6	578-6
S1	578-6	578-6	578-6	578-6
S2	578-6	578-6	578-6
S3	578-6	578-6	578-6
S4	578-6	578-6	578-6

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	586-6	578-6	8-0	1.4%	1-4	0.3%	0%	False	True	3,411
10	646-2	578-6	67-4	11.7%	4-7	0.8%	0%	False	True	3,057
20	675-4	578-6	96-6	16.7%	5-6	1.0%	0%	False	True	3,433

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	578-6
2.618	578-6
1.618	578-6
1.000	578-6
0.618	578-6
HIGH	578-6
0.618	578-6
0.500	578-6
0.382	578-6
LOW	578-6
0.618	578-6
1.000	578-6
1.618	578-6
2.618	578-6
4.250	578-6

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	578-6	582-6
PP	578-6	581-3
S1	578-6	580-1

Download as Excel Spreadsheet

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

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