CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 21-May-2013

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	706-2	707-0	0-6	0.1%	728-0
High	711-4	707-4	-4-0	-0.6%	742-6
Low	697-6	697-0	-0-6	-0.1%	705-0
Close	708-4	703-4	-5-0	-0.7%	707-4
Range	13-6	10-4	-3-2	-23.6%	37-6
ATR	16-1	15-6	-0-3	-2.0%	0-0
Volume	13,621	14,458	837	6.1%	90,646

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	734-1	729-3	709-2
R3	723-5	718-7	706-3
R2	713-1	713-1	705-3
R1	708-3	708-3	704-4	705-4
PP	702-5	702-5	702-5	701-2
S1	697-7	697-7	702-4	695-0
S2	692-1	692-1	701-5
S3	681-5	687-3	700-5
S4	671-1	676-7	697-6

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	735-4	697-0	38-4	5.5%	13-6	1.9%	17%	False	True	16,307
10	751-4	697-0	54-4	7.7%	15-1	2.1%	12%	False	True	17,949
20	758-6	697-0	61-6	8.8%	15-7	2.3%	11%	False	True	17,436

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	True
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	752-1
2.618	735-0
1.618	724-4
1.000	718-0
0.618	714-0
HIGH	707-4
0.618	703-4
0.500	702-2
0.382	701-0
LOW	697-0
0.618	690-4
1.000	686-4
1.618	680-0
2.618	669-4
4.250	652-3

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	703-1	705-6
PP	702-5	705-0
S1	702-2	704-2

Download as Excel Spreadsheet

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

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