CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 17-May-2013

Day Change Summary
	Previous	Current
	16-May-2013	17-May-2013	Change	Change %	Previous Week
Open	718-4	713-2	-5-2	-0.7%	728-0
High	723-4	714-4	-9-0	-1.2%	742-6
Low	706-6	705-0	-1-6	-0.2%	705-0
Close	713-0	707-4	-5-4	-0.8%	707-4
Range	16-6	9-4	-7-2	-43.3%	37-6
ATR	16-6	16-2	-0-4	-3.1%	0-0
Volume	18,214	22,270	4,056	22.3%	90,646

Daily Pivots for day following 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	737-4	732-0	712-6
R3	728-0	722-4	710-1
R2	718-4	718-4	709-2
R1	713-0	713-0	708-3	711-0
PP	709-0	709-0	709-0	708-0
S1	703-4	703-4	706-5	701-4
S2	699-4	699-4	705-6
S3	690-0	694-0	704-7
S4	680-4	684-4	702-2

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	831-5	807-3	728-2
R3	793-7	769-5	717-7
R2	756-1	756-1	714-3
R1	731-7	731-7	711-0	725-1
PP	718-3	718-3	718-3	715-0
S1	694-1	694-1	704-0	687-3
S2	680-5	680-5	700-5
S3	642-7	656-3	697-1
S4	605-1	618-5	686-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	742-6	705-0	37-6	5.3%	13-6	2.0%	7%	False	True	18,129
10	751-4	705-0	46-4	6.6%	15-2	2.2%	5%	False	True	18,996
20	758-6	705-0	53-6	7.6%	16-3	2.3%	5%	False	True	17,138

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 3 trading days

Fibonacci Retracements and Extensions
4.250	754-7
2.618	739-3
1.618	729-7
1.000	724-0
0.618	720-3
HIGH	714-4
0.618	710-7
0.500	709-6
0.382	708-5
LOW	705-0
0.618	699-1
1.000	695-4
1.618	689-5
2.618	680-1
4.250	664-5

Fisher Pivots for day following 17-May-2013
Pivot	1 day	3 day
R1	709-6	720-2
PP	709-0	716-0
S1	708-2	711-6

Download as Excel Spreadsheet

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

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