CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 06-May-2013

Day Change Summary
	Previous	Current
	03-May-2013	06-May-2013	Change	Change %	Previous Week
Open	752-0	738-0	-14-0	-1.9%	717-2
High	758-2	739-0	-19-2	-2.5%	758-6
Low	740-4	725-6	-14-6	-2.0%	716-2
Close	745-2	728-6	-16-4	-2.2%	745-2
Range	17-6	13-2	-4-4	-25.4%	42-4
ATR	17-0	17-1	0-1	1.0%	0-0
Volume	14,061	14,101	40	0.3%	94,250

Daily Pivots for day following 06-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	770-7	763-1	736-0
R3	757-5	749-7	732-3
R2	744-3	744-3	731-1
R1	736-5	736-5	730-0	733-7
PP	731-1	731-1	731-1	729-6
S1	723-3	723-3	727-4	720-5
S2	717-7	717-7	726-3
S3	704-5	710-1	725-1
S4	691-3	696-7	721-4

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	867-5	848-7	768-5
R3	825-1	806-3	757-0
R2	782-5	782-5	753-0
R1	763-7	763-7	749-1	773-2
PP	740-1	740-1	740-1	744-6
S1	721-3	721-3	741-3	730-6
S2	697-5	697-5	737-4
S3	655-1	678-7	733-4
S4	612-5	636-3	721-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	758-6	725-6	33-0	4.5%	18-0	2.5%	9%	False	True	18,407
10	758-6	709-2	49-4	6.8%	17-0	2.3%	39%	False	False	15,727

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	2-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	795-2
2.618	773-6
1.618	760-4
1.000	752-2
0.618	747-2
HIGH	739-0
0.618	734-0
0.500	732-3
0.382	730-6
LOW	725-6
0.618	717-4
1.000	712-4
1.618	704-2
2.618	691-0
4.250	669-4

Fisher Pivots for day following 06-May-2013
Pivot	1 day	3 day
R1	732-3	742-0
PP	731-1	737-5
S1	730-0	733-1

Download as Excel Spreadsheet

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

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