CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	578-6	574-4	-4-2	-0.7%	586-0
High	578-6	584-0	5-2	0.9%	586-6
Low	578-6	573-6	-5-0	-0.9%	579-0
Close	578-6	583-6	5-0	0.9%	586-0
Range	0-0	10-2	10-2		7-6
ATR	12-2	12-1	-0-1	-1.2%	0-0
Volume	2,515	3,668	1,153	45.8%	14,544

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	611-2	607-6	589-3
R3	601-0	597-4	586-5
R2	590-6	590-6	585-5
R1	587-2	587-2	584-6	589-0
PP	580-4	580-4	580-4	581-3
S1	577-0	577-0	582-6	578-6
S2	570-2	570-2	581-7
S3	560-0	566-6	580-7
S4	549-6	556-4	578-1

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	573-6	13-0	2.2%	3-5	0.6%	77%	False	True	3,431
10	631-2	573-6	57-4	9.9%	4-0	0.7%	17%	False	True	3,177
20	668-4	573-6	94-6	16.2%	5-3	0.9%	11%	False	True	3,407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	627-4
2.618	610-7
1.618	600-5
1.000	594-2
0.618	590-3
HIGH	584-0
0.618	580-1
0.500	578-7
0.382	577-5
LOW	573-6
0.618	567-3
1.000	563-4
1.618	557-1
2.618	546-7
4.250	530-2

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	582-1	582-1
PP	580-4	580-4
S1	578-7	578-7

Download as Excel Spreadsheet

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

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