CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 13-Apr-2009

Day Change Summary
	Previous	Current
	09-Apr-2009	13-Apr-2009	Change	Change %	Previous Week
Open	599-0	584-2	-14-6	-2.5%	623-0
High	600-0	590-0	-10-0	-1.7%	623-4
Low	585-0	582-0	-3-0	-0.5%	585-0
Close	583-4	584-2	0-6	0.1%	583-4
Range	15-0	8-0	-7-0	-46.7%	38-4
ATR	14-1	13-5	-0-3	-3.1%	0-0
Volume	5,604	7,341	1,737	31.0%	37,428

Daily Pivots for day following 13-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	609-3	604-7	588-5
R3	601-3	596-7	586-4
R2	593-3	593-3	585-6
R1	588-7	588-7	585-0	588-2
PP	585-3	585-3	585-3	585-1
S1	580-7	580-7	583-4	580-2
S2	577-3	577-3	582-6
S3	569-3	572-7	582-0
S4	561-3	564-7	579-7

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	712-7	686-5	604-5
R3	674-3	648-1	594-1
R2	635-7	635-7	590-4
R1	609-5	609-5	587-0	603-4
PP	597-3	597-3	597-3	594-2
S1	571-1	571-1	580-0	565-0
S2	558-7	558-7	576-4
S3	520-3	532-5	572-7
S4	481-7	494-1	562-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	623-4	582-0	41-4	7.1%	11-6	2.0%	5%	False	True	8,953
10	623-4	567-2	56-2	9.6%	11-7	2.0%	30%	False	False	7,383
20	623-4	567-2	56-2	9.6%	10-1	1.7%	30%	False	False	7,300
40	623-4	557-6	65-6	11.3%	8-0	1.4%	40%	False	False	5,382
60	675-4	557-6	117-6	20.2%	7-3	1.3%	23%	False	False	4,688

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	2-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	624-0
2.618	611-0
1.618	603-0
1.000	598-0
0.618	595-0
HIGH	590-0
0.618	587-0
0.500	586-0
0.382	585-0
LOW	582-0
0.618	577-0
1.000	574-0
1.618	569-0
2.618	561-0
4.250	548-0

Fisher Pivots for day following 13-Apr-2009
Pivot	1 day	3 day
R1	586-0	592-0
PP	585-3	589-3
S1	584-7	586-7

Download as Excel Spreadsheet

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

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