CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 01-May-2013

Day Change Summary
	Previous	Current
	30-Apr-2013	01-May-2013	Change	Change %	Previous Week
Open	739-4	754-6	15-2	2.1%	730-0
High	758-6	754-6	-4-0	-0.5%	730-6
Low	729-4	737-0	7-4	1.0%	709-2
Close	753-6	745-0	-8-6	-1.2%	715-6
Range	29-2	17-6	-11-4	-39.3%	21-4
ATR	17-2	17-2	0-0	0.2%	0-0
Volume	21,533	29,791	8,258	38.4%	58,548

Daily Pivots for day following 01-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	798-7	789-5	754-6
R3	781-1	771-7	749-7
R2	763-3	763-3	748-2
R1	754-1	754-1	746-5	749-7
PP	745-5	745-5	745-5	743-4
S1	736-3	736-3	743-3	732-1
S2	727-7	727-7	741-6
S3	710-1	718-5	740-1
S4	692-3	700-7	735-2

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	711-6	47-0	6.3%	20-3	2.7%	71%	False	False	18,253
10	758-6	709-2	49-4	6.6%	17-2	2.3%	72%	False	False	14,409

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

Fibonacci Retracements and Extensions
4.250	830-2
2.618	801-2
1.618	783-4
1.000	772-4
0.618	765-6
HIGH	754-6
0.618	748-0
0.500	745-7
0.382	743-6
LOW	737-0
0.618	726-0
1.000	719-2
1.618	708-2
2.618	690-4
4.250	661-4

Fisher Pivots for day following 01-May-2013
Pivot	1 day	3 day
R1	745-7	742-4
PP	745-5	740-0
S1	745-2	737-4

Download as Excel Spreadsheet

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

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