CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	580-0	590-0	10-0	1.7%	584-2
High	580-0	590-0	10-0	1.7%	593-2
Low	579-0	584-0	5-0	0.9%	576-6
Close	586-2	584-6	-1-4	-0.3%	584-6
Range	1-0	6-0	5-0	500.0%	16-4
ATR	12-2	11-6	-0-4	-3.6%	0-0
Volume	5,938	4,717	-1,221	-20.6%	29,636

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	604-2	600-4	588-0
R3	598-2	594-4	586-3
R2	592-2	592-2	585-7
R1	588-4	588-4	585-2	587-3
PP	586-2	586-2	586-2	585-6
S1	582-4	582-4	584-2	581-3
S2	580-2	580-2	583-5
S3	574-2	576-4	583-1
S4	568-2	570-4	581-4

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	634-3	626-1	593-7
R3	617-7	609-5	589-2
R2	601-3	601-3	587-6
R1	593-1	593-1	586-2	597-2
PP	584-7	584-7	584-7	587-0
S1	576-5	576-5	583-2	580-6
S2	568-3	568-3	581-6
S3	551-7	560-1	580-2
S4	535-3	543-5	575-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	593-2	576-6	16-4	2.8%	5-0	0.9%	48%	False	False	5,927
10	623-4	576-6	46-6	8.0%	8-5	1.5%	17%	False	False	7,711
20	623-4	567-2	56-2	9.6%	9-3	1.6%	31%	False	False	6,948
40	623-4	557-6	65-6	11.2%	8-2	1.4%	41%	False	False	5,611
60	675-4	557-6	117-6	20.1%	7-3	1.3%	23%	False	False	4,878

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	615-4
2.618	605-6
1.618	599-6
1.000	596-0
0.618	593-6
HIGH	590-0
0.618	587-6
0.500	587-0
0.382	586-2
LOW	584-0
0.618	580-2
1.000	578-0
1.618	574-2
2.618	568-2
4.250	558-4

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	587-0	584-2
PP	586-2	583-7
S1	585-4	583-3

Download as Excel Spreadsheet

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

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