CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 29-May-2013

Day Change Summary
	Previous	Current
	28-May-2013	29-May-2013	Change	Change %	Previous Week
Open	720-2	717-4	-2-6	-0.4%	706-2
High	726-6	728-0	1-2	0.2%	728-4
Low	711-0	712-4	1-4	0.2%	697-0
Close	717-6	727-2	9-4	1.3%	718-0
Range	15-6	15-4	-0-2	-1.6%	31-4
ATR	15-4	15-4	0-0	0.0%	0-0
Volume	15,465	22,535	7,070	45.7%	82,223

Daily Pivots for day following 29-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	769-1	763-5	735-6
R3	753-5	748-1	731-4
R2	738-1	738-1	730-1
R1	732-5	732-5	728-5	735-3
PP	722-5	722-5	722-5	724-0
S1	717-1	717-1	725-7	719-7
S2	707-1	707-1	724-3
S3	691-5	701-5	723-0
S4	676-1	686-1	718-6

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	809-0	795-0	735-3
R3	777-4	763-4	726-5
R2	746-0	746-0	723-6
R1	732-0	732-0	720-7	739-0
PP	714-4	714-4	714-4	718-0
S1	700-4	700-4	715-1	707-4
S2	683-0	683-0	712-2
S3	651-4	669-0	709-3
S4	620-0	637-4	700-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	728-4	703-0	25-4	3.5%	14-7	2.0%	95%	False	False	18,428
10	735-4	697-0	38-4	5.3%	14-2	2.0%	79%	False	False	17,368
20	758-2	697-0	61-2	8.4%	15-0	2.1%	49%	False	False	18,329

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	3-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	793-7
2.618	768-5
1.618	753-1
1.000	743-4
0.618	737-5
HIGH	728-0
0.618	722-1
0.500	720-2
0.382	718-3
LOW	712-4
0.618	702-7
1.000	697-0
1.618	687-3
2.618	671-7
4.250	646-5

Fisher Pivots for day following 29-May-2013
Pivot	1 day	3 day
R1	724-7	724-5
PP	722-5	722-1
S1	720-2	719-4

Download as Excel Spreadsheet

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

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