CME Pit-Traded Wheat Future December 2009

Trading Metrics calculated at close of trading on 21-Apr-2009

Day Change Summary
	Previous	Current
	20-Apr-2009	21-Apr-2009	Change	Change %	Previous Week
Open	569-0	575-2	6-2	1.1%	584-2
High	569-6	576-4	6-6	1.2%	593-2
Low	565-6	570-0	4-2	0.8%	576-6
Close	566-6	571-0	4-2	0.7%	584-6
Range	4-0	6-4	2-4	62.5%	16-4
ATR	12-3	12-1	-0-1	-1.5%	0-0
Volume	4,910	6,905	1,995	40.6%	29,636

Daily Pivots for day following 21-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	592-0	588-0	574-5
R3	585-4	581-4	572-6
R2	579-0	579-0	572-2
R1	575-0	575-0	571-5	573-6
PP	572-4	572-4	572-4	571-7
S1	568-4	568-4	570-3	567-2
S2	566-0	566-0	569-6
S3	559-4	562-0	569-2
S4	553-0	555-4	567-3

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	590-0	565-6	24-2	4.2%	3-4	0.6%	22%	False	False	5,866
10	621-0	565-6	55-2	9.7%	7-5	1.3%	10%	False	False	6,733
20	623-4	565-6	57-6	10.1%	9-1	1.6%	9%	False	False	6,974
40	623-4	557-6	65-6	11.5%	8-4	1.5%	20%	False	False	5,757
60	675-4	557-6	117-6	20.6%	7-5	1.3%	11%	False	False	4,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	604-1
2.618	593-4
1.618	587-0
1.000	583-0
0.618	580-4
HIGH	576-4
0.618	574-0
0.500	573-2
0.382	572-4
LOW	570-0
0.618	566-0
1.000	563-4
1.618	559-4
2.618	553-0
4.250	542-3

Fisher Pivots for day following 21-Apr-2009
Pivot	1 day	3 day
R1	573-2	577-7
PP	572-4	575-5
S1	571-6	573-2

Download as Excel Spreadsheet

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

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