CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 627-0 596-4 -30-4 -4.9% 646-0
High 627-0 596-4 -30-4 -4.9% 646-0
Low 624-0 596-4 -27-4 -4.4% 614-4
Close 624-4 596-4 -28-0 -4.5% 624-4
Range 3-0 0-0 -3-0 -100.0% 31-4
ATR
Volume 1,371 82 -1,289 -94.0% 3,783
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 596-4 596-4 596-4
R3 596-4 596-4 596-4
R2 596-4 596-4 596-4
R1 596-4 596-4 596-4 596-4
PP 596-4 596-4 596-4 596-4
S1 596-4 596-4 596-4 596-4
S2 596-4 596-4 596-4
S3 596-4 596-4 596-4
S4 596-4 596-4 596-4
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 722-7 705-1 641-7
R3 691-3 673-5 633-1
R2 659-7 659-7 630-2
R1 642-1 642-1 627-3 635-2
PP 628-3 628-3 628-3 624-7
S1 610-5 610-5 621-5 603-6
S2 596-7 596-7 618-6
S3 565-3 579-1 615-7
S4 533-7 547-5 607-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 627-0 596-4 30-4 5.1% 0-5 0.1% 0% False True 650
10 686-4 596-4 90-0 15.1% 5-6 1.0% 0% False True 669
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 0-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 596-4
2.618 596-4
1.618 596-4
1.000 596-4
0.618 596-4
HIGH 596-4
0.618 596-4
0.500 596-4
0.382 596-4
LOW 596-4
0.618 596-4
1.000 596-4
1.618 596-4
2.618 596-4
4.250 596-4
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 596-4 611-6
PP 596-4 606-5
S1 596-4 601-5

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

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