CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 24-Apr-2013

Day Change Summary
	Previous	Current
	23-Apr-2013	24-Apr-2013	Change	Change %	Previous Week
Open	724-6	717-0	-7-6	-1.1%	737-6
High	725-6	717-6	-8-0	-1.1%	737-6
Low	710-0	709-2	-0-6	-0.1%	714-6
Close	717-0	713-4	-3-4	-0.5%	731-4
Range	15-6	8-4	-7-2	-46.0%	23-0
ATR
Volume	12,494	12,803	309	2.5%	49,529

Daily Pivots for day following 24-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	739-0	734-6	718-1
R3	730-4	726-2	715-7
R2	722-0	722-0	715-0
R1	717-6	717-6	714-2	715-5
PP	713-4	713-4	713-4	712-4
S1	709-2	709-2	712-6	707-1
S2	705-0	705-0	712-0
S3	696-4	700-6	711-1
S4	688-0	692-2	708-7

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	797-0	787-2	744-1
R3	774-0	764-2	737-7
R2	751-0	751-0	735-6
R1	741-2	741-2	733-5	734-5
PP	728-0	728-0	728-0	724-6
S1	718-2	718-2	729-3	711-5
S2	705-0	705-0	727-2
S3	682-0	695-2	725-1
S4	659-0	672-2	718-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	735-0	709-2	25-6	3.6%	14-0	2.0%	17%	False	True	10,566
10	739-4	709-2	30-2	4.2%	14-7	2.1%	14%	False	True	11,631

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3-0
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	753-7
2.618	740-0
1.618	731-4
1.000	726-2
0.618	723-0
HIGH	717-6
0.618	714-4
0.500	713-4
0.382	712-4
LOW	709-2
0.618	704-0
1.000	700-6
1.618	695-4
2.618	687-0
4.250	673-1

Fisher Pivots for day following 24-Apr-2013
Pivot	1 day	3 day
R1	713-4	720-0
PP	713-4	717-7
S1	713-4	715-5

Download as Excel Spreadsheet

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

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