CME Pit-Traded Wheat Future December 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Apr-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Apr-2009 | 14-Apr-2009 | Change | Change % | Previous Week |  
                        | Open | 584-2 | 593-2 | 9-0 | 1.5% | 623-0 |  
                        | High | 590-0 | 593-2 | 3-2 | 0.6% | 623-4 |  
                        | Low | 582-0 | 583-0 | 1-0 | 0.2% | 585-0 |  
                        | Close | 584-2 | 584-0 | -0-2 | 0.0% | 583-4 |  
                        | Range | 8-0 | 10-2 | 2-2 | 28.1% | 38-4 |  
                        | ATR | 13-5 | 13-3 | -0-2 | -1.8% | 0-0 |  
                        | Volume | 7,341 | 4,776 | -2,565 | -34.9% | 37,428 |  | 
    
| 
        
            | Daily Pivots for day following 14-Apr-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 617-4 | 611-0 | 589-5 |  |  
                | R3 | 607-2 | 600-6 | 586-7 |  |  
                | R2 | 597-0 | 597-0 | 585-7 |  |  
                | R1 | 590-4 | 590-4 | 585-0 | 588-5 |  
                | PP | 586-6 | 586-6 | 586-6 | 585-6 |  
                | S1 | 580-2 | 580-2 | 583-0 | 578-3 |  
                | S2 | 576-4 | 576-4 | 582-1 |  |  
                | S3 | 566-2 | 570-0 | 581-1 |  |  
                | S4 | 556-0 | 559-6 | 578-3 |  |  | 
        
            | 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 | 621-0 | 582-0 | 39-0 | 6.7% | 11-5 | 2.0% | 5% | False | False | 7,599 |  
                | 10 | 623-4 | 575-0 | 48-4 | 8.3% | 12-1 | 2.1% | 19% | False | False | 7,393 |  
                | 20 | 623-4 | 567-2 | 56-2 | 9.6% | 10-1 | 1.7% | 30% | False | False | 7,368 |  
                | 40 | 623-4 | 557-6 | 65-6 | 11.3% | 8-2 | 1.4% | 40% | False | False | 5,450 |  
                | 60 | 675-4 | 557-6 | 117-6 | 20.2% | 7-4 | 1.3% | 22% | False | False | 4,715 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 636-6 |  
            | 2.618 | 620-1 |  
            | 1.618 | 609-7 |  
            | 1.000 | 603-4 |  
            | 0.618 | 599-5 |  
            | HIGH | 593-2 |  
            | 0.618 | 589-3 |  
            | 0.500 | 588-1 |  
            | 0.382 | 586-7 |  
            | LOW | 583-0 |  
            | 0.618 | 576-5 |  
            | 1.000 | 572-6 |  
            | 1.618 | 566-3 |  
            | 2.618 | 556-1 |  
            | 4.250 | 539-4 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Apr-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 588-1 | 591-0 |  
                                | PP | 586-6 | 588-5 |  
                                | S1 | 585-3 | 586-3 |  |