CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 20-Apr-2009

Day Change Summary
	Previous	Current
	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	590-0	569-0	-21-0	-3.6%	584-2
High	590-0	569-6	-20-2	-3.4%	593-2
Low	584-0	565-6	-18-2	-3.1%	576-6
Close	584-6	566-6	-18-0	-3.1%	584-6
Range	6-0	4-0	-2-0	-33.3%	16-4
ATR	11-6	12-3	0-4	4.3%	0-0
Volume	4,717	4,910	193	4.1%	29,636

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	579-3	577-1	569-0
R3	575-3	573-1	567-7
R2	571-3	571-3	567-4
R1	569-1	569-1	567-1	568-2
PP	567-3	567-3	567-3	567-0
S1	565-1	565-1	566-3	564-2
S2	563-3	563-3	566-0
S3	559-3	561-1	565-5
S4	555-3	557-1	564-4

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	565-6	27-4	4.9%	4-2	0.7%	4%	False	True	5,441
10	623-4	565-6	57-6	10.2%	8-0	1.4%	2%	False	True	7,197
20	623-4	565-6	57-6	10.2%	9-0	1.6%	2%	False	True	6,799
40	623-4	557-6	65-6	11.6%	8-3	1.5%	14%	False	False	5,647
60	675-4	557-6	117-6	20.8%	7-4	1.3%	8%	False	False	4,907

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	False
Bull Hook	False
Stretch	1-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	586-6
2.618	580-2
1.618	576-2
1.000	573-6
0.618	572-2
HIGH	569-6
0.618	568-2
0.500	567-6
0.382	567-2
LOW	565-6
0.618	563-2
1.000	561-6
1.618	559-2
2.618	555-2
4.250	548-6

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	567-6	577-7
PP	567-3	574-1
S1	567-1	570-4

Download as Excel Spreadsheet

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

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