CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 29-Apr-2013

Day Change Summary
	Previous	Current
	26-Apr-2013	29-Apr-2013	Change	Change %	Previous Week
Open	726-0	717-2	-8-6	-1.2%	730-0
High	726-0	742-2	16-2	2.2%	730-6
Low	713-0	716-2	3-2	0.5%	709-2
Close	715-6	739-6	24-0	3.4%	715-6
Range	13-0	26-0	13-0	100.0%	21-4
ATR	0-0	16-3	16-3		0-0
Volume	13,768	16,312	2,544	18.5%	58,548

Daily Pivots for day following 29-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	810-6	801-2	754-0
R3	784-6	775-2	746-7
R2	758-6	758-6	744-4
R1	749-2	749-2	742-1	754-0
PP	732-6	732-6	732-6	735-1
S1	723-2	723-2	737-3	728-0
S2	706-6	706-6	735-0
S3	680-6	697-2	732-5
S4	654-6	671-2	725-4

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	783-1	770-7	727-5
R3	761-5	749-3	721-5
R2	740-1	740-1	719-6
R1	727-7	727-7	717-6	723-2
PP	718-5	718-5	718-5	716-2
S1	706-3	706-3	713-6	701-6
S2	697-1	697-1	711-6
S3	675-5	684-7	709-7
S4	654-1	663-3	703-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	742-2	709-2	33-0	4.5%	15-7	2.1%	92%	True	False	13,048
10	742-2	709-2	33-0	4.5%	15-3	2.1%	92%	True	False	11,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-7
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	852-6
2.618	810-3
1.618	784-3
1.000	768-2
0.618	758-3
HIGH	742-2
0.618	732-3
0.500	729-2
0.382	726-1
LOW	716-2
0.618	700-1
1.000	690-2
1.618	674-1
2.618	648-1
4.250	605-6

Fisher Pivots for day following 29-Apr-2013
Pivot	1 day	3 day
R1	736-2	735-4
PP	732-6	731-2
S1	729-2	727-0

Download as Excel Spreadsheet

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

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