CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	599-0	577-0	-22-0	-3.7%	578-6
High	599-0	579-0	-20-0	-3.3%	599-0
Low	583-0	577-0	-6-0	-1.0%	573-6
Close	582-6	579-6	-3-0	-0.5%	579-6
Range	16-0	2-0	-14-0	-87.5%	25-2
ATR	12-3	11-7	-0-4	-3.8%	0-0
Volume	3,369	2,439	-930	-27.6%	14,253

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	584-5	584-1	580-7
R3	582-5	582-1	580-2
R2	580-5	580-5	580-1
R1	580-1	580-1	579-7	580-3
PP	578-5	578-5	578-5	578-6
S1	578-1	578-1	579-5	578-3
S2	576-5	576-5	579-3
S3	574-5	576-1	579-2
S4	572-5	574-1	578-5

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	659-7	645-1	593-5
R3	634-5	619-7	586-6
R2	609-3	609-3	584-3
R1	594-5	594-5	582-1	602-0
PP	584-1	584-1	584-1	587-7
S1	569-3	569-3	577-3	576-6
S2	558-7	558-7	575-1
S3	533-5	544-1	572-6
S4	508-3	518-7	565-7

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	4.4%	7-2	1.3%	24%	False	False	2,850
10	605-4	573-6	31-6	5.5%	4-3	0.8%	19%	False	False	3,084
20	646-2	573-6	72-4	12.5%	6-3	1.1%	8%	False	False	3,473

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	587-4
2.618	584-2
1.618	582-2
1.000	581-0
0.618	580-2
HIGH	579-0
0.618	578-2
0.500	578-0
0.382	577-6
LOW	577-0
0.618	575-6
1.000	575-0
1.618	573-6
2.618	571-6
4.250	568-4

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	579-1	588-0
PP	578-5	585-2
S1	578-0	582-4

Download as Excel Spreadsheet

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

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