CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 592-6 614-0 21-2 3.6% 637-0
High 592-6 614-0 21-2 3.6% 640-4
Low 592-6 612-4 19-6 3.3% 615-4
Close 592-6 610-6 18-0 3.0% 615-4
Range 0-0 1-4 1-4 25-0
ATR 13-2 13-7 0-5 4.3% 0-0
Volume 829 1,901 1,072 129.3% 2,047
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 616-7 615-3 611-5
R3 615-3 613-7 611-1
R2 613-7 613-7 611-0
R1 612-3 612-3 610-7 612-3
PP 612-3 612-3 612-3 612-4
S1 610-7 610-7 610-5 610-7
S2 610-7 610-7 610-4
S3 609-3 609-3 610-3
S4 607-7 607-7 609-7
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 698-7 682-1 629-2
R3 673-7 657-1 622-3
R2 648-7 648-7 620-1
R1 632-1 632-1 617-6 628-0
PP 623-7 623-7 623-7 621-6
S1 607-1 607-1 613-2 603-0
S2 598-7 598-7 610-7
S3 573-7 582-1 608-5
S4 548-7 557-1 601-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-4 592-6 22-6 3.7% 1-2 0.2% 79% False False 1,307
10 640-4 592-6 47-6 7.8% 1-0 0.2% 38% False False 832
20 673-0 592-6 80-2 13.1% 2-5 0.4% 22% False False 717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 620-3
2.618 617-7
1.618 616-3
1.000 615-4
0.618 614-7
HIGH 614-0
0.618 613-3
0.500 613-2
0.382 613-1
LOW 612-4
0.618 611-5
1.000 611-0
1.618 610-1
2.618 608-5
4.250 606-1
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 613-2 608-2
PP 612-3 605-7
S1 611-5 603-3

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

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