CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	587-4	599-0	11-4	2.0%	586-0
High	595-4	599-0	3-4	0.6%	586-6
Low	587-4	583-0	-4-4	-0.8%	579-0
Close	592-6	582-6	-10-0	-1.7%	586-0
Range	8-0	16-0	8-0	100.0%	7-6
ATR	12-1	12-3	0-2	2.3%	0-0
Volume	2,262	3,369	1,107	48.9%	14,544

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	636-2	625-4	591-4
R3	620-2	609-4	587-1
R2	604-2	604-2	585-5
R1	593-4	593-4	584-2	590-7
PP	588-2	588-2	588-2	587-0
S1	577-4	577-4	581-2	574-7
S2	572-2	572-2	579-7
S3	556-2	561-4	578-3
S4	540-2	545-4	574-0

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	599-0	573-6	25-2	4.3%	7-0	1.2%	36%	True	False	3,057
10	609-6	573-6	36-0	6.2%	4-2	0.7%	25%	False	False	3,117
20	647-4	573-6	73-6	12.7%	6-2	1.1%	12%	False	False	3,474

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	0-1
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	667-0
2.618	640-7
1.618	624-7
1.000	615-0
0.618	608-7
HIGH	599-0
0.618	592-7
0.500	591-0
0.382	589-1
LOW	583-0
0.618	573-1
1.000	567-0
1.618	557-1
2.618	541-1
4.250	515-0

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	591-0	586-3
PP	588-2	585-1
S1	585-4	584-0

Download as Excel Spreadsheet

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

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