CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 09-May-2013

Day Change Summary
	Previous	Current
	08-May-2013	09-May-2013	Change	Change %	Previous Week
Open	734-4	730-6	-3-6	-0.5%	717-2
High	739-0	751-4	12-4	1.7%	758-6
Low	725-6	728-6	3-0	0.4%	716-2
Close	732-6	748-2	15-4	2.1%	745-2
Range	13-2	22-6	9-4	71.7%	42-4
ATR	16-5	17-1	0-3	2.6%	0-0
Volume	16,793	21,355	4,562	27.2%	94,250

Daily Pivots for day following 09-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	811-1	802-3	760-6
R3	788-3	779-5	754-4
R2	765-5	765-5	752-3
R1	756-7	756-7	750-3	761-2
PP	742-7	742-7	742-7	745-0
S1	734-1	734-1	746-1	738-4
S2	720-1	720-1	744-1
S3	697-3	711-3	742-0
S4	674-5	688-5	735-6

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	758-2	724-2	34-0	4.5%	16-0	2.1%	71%	False	False	18,151
10	758-6	713-0	45-6	6.1%	17-7	2.4%	77%	False	False	18,471
20	758-6	709-2	49-4	6.6%	16-5	2.2%	79%	False	False	14,680

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	3-1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	848-2
2.618	811-0
1.618	788-2
1.000	774-2
0.618	765-4
HIGH	751-4
0.618	742-6
0.500	740-1
0.382	737-4
LOW	728-6
0.618	714-6
1.000	706-0
1.618	692-0
2.618	669-2
4.250	632-0

Fisher Pivots for day following 09-May-2013
Pivot	1 day	3 day
R1	745-4	744-6
PP	742-7	741-3
S1	740-1	737-7

Download as Excel Spreadsheet

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

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