CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 30-Apr-2013

Day Change Summary
	Previous	Current
	29-Apr-2013	30-Apr-2013	Change	Change %	Previous Week
Open	717-2	739-4	22-2	3.1%	730-0
High	742-2	758-6	16-4	2.2%	730-6
Low	716-2	729-4	13-2	1.8%	709-2
Close	739-6	753-6	14-0	1.9%	715-6
Range	26-0	29-2	3-2	12.5%	21-4
ATR	16-3	17-2	0-7	5.6%	0-0
Volume	16,312	21,533	5,221	32.0%	58,548

Daily Pivots for day following 30-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	835-1	823-5	769-7
R3	805-7	794-3	761-6
R2	776-5	776-5	759-1
R1	765-1	765-1	756-3	770-7
PP	747-3	747-3	747-3	750-2
S1	735-7	735-7	751-1	741-5
S2	718-1	718-1	748-3
S3	688-7	706-5	745-6
S4	659-5	677-3	737-5

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	758-6	709-2	49-4	6.6%	18-4	2.5%	90%	True	False	14,855
10	758-6	709-2	49-4	6.6%	17-0	2.3%	90%	True	False	12,347

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	3-4
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	883-0
2.618	835-3
1.618	806-1
1.000	788-0
0.618	776-7
HIGH	758-6
0.618	747-5
0.500	744-1
0.382	740-5
LOW	729-4
0.618	711-3
1.000	700-2
1.618	682-1
2.618	652-7
4.250	605-2

Fisher Pivots for day following 30-Apr-2013
Pivot	1 day	3 day
R1	750-4	747-6
PP	747-3	741-7
S1	744-1	735-7

Download as Excel Spreadsheet

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

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