CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 13-May-2013

Day Change Summary
	Previous	Current
	10-May-2013	13-May-2013	Change	Change %	Previous Week
Open	746-0	728-0	-18-0	-2.4%	738-0
High	748-0	742-6	-5-2	-0.7%	751-4
Low	726-4	727-0	0-4	0.1%	724-2
Close	730-0	735-0	5-0	0.7%	730-0
Range	21-4	15-6	-5-6	-26.7%	27-2
ATR	17-3	17-2	-0-1	-0.7%	0-0
Volume	22,622	18,186	-4,436	-19.6%	99,320

Daily Pivots for day following 13-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	782-1	774-3	743-5
R3	766-3	758-5	739-3
R2	750-5	750-5	737-7
R1	742-7	742-7	736-4	746-6
PP	734-7	734-7	734-7	736-7
S1	727-1	727-1	733-4	731-0
S2	719-1	719-1	732-1
S3	703-3	711-3	730-5
S4	687-5	695-5	726-3

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	817-0	800-6	745-0
R3	789-6	773-4	737-4
R2	762-4	762-4	735-0
R1	746-2	746-2	732-4	740-6
PP	735-2	735-2	735-2	732-4
S1	719-0	719-0	727-4	713-4
S2	708-0	708-0	725-0
S3	680-6	691-6	722-4
S4	653-4	664-4	715-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	751-4	724-2	27-2	3.7%	17-2	2.4%	39%	False	False	20,681
10	758-6	724-2	34-4	4.7%	17-5	2.4%	31%	False	False	19,544
20	758-6	709-2	49-4	6.7%	16-4	2.2%	52%	False	False	15,500

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	3-3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	809-6
2.618	784-0
1.618	768-2
1.000	758-4
0.618	752-4
HIGH	742-6
0.618	736-6
0.500	734-7
0.382	733-0
LOW	727-0
0.618	717-2
1.000	711-2
1.618	701-4
2.618	685-6
4.250	660-0

Fisher Pivots for day following 13-May-2013
Pivot	1 day	3 day
R1	735-0	739-0
PP	734-7	737-5
S1	734-7	736-3

Download as Excel Spreadsheet

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

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