CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 614-0 607-0 -7-0 -1.1% 607-0
High 614-0 607-0 -7-0 -1.1% 614-0
Low 612-4 607-0 -5-4 -0.9% 592-6
Close 610-6 607-0 -3-6 -0.6% 607-0
Range 1-4 0-0 -1-4 -100.0% 21-2
ATR 13-7 13-1 -0-6 -5.2% 0-0
Volume 1,901 476 -1,425 -75.0% 6,376
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 607-0 607-0 607-0
R3 607-0 607-0 607-0
R2 607-0 607-0 607-0
R1 607-0 607-0 607-0 607-0
PP 607-0 607-0 607-0 607-0
S1 607-0 607-0 607-0 607-0
S2 607-0 607-0 607-0
S3 607-0 607-0 607-0
S4 607-0 607-0 607-0
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 668-3 658-7 618-6
R3 647-1 637-5 612-7
R2 625-7 625-7 610-7
R1 616-3 616-3 609-0 617-5
PP 604-5 604-5 604-5 605-2
S1 595-1 595-1 605-0 596-3
S2 583-3 583-3 603-1
S3 562-1 573-7 601-1
S4 540-7 552-5 595-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 614-0 592-6 21-2 3.5% 1-2 0.2% 67% False False 1,275
10 640-4 592-6 47-6 7.9% 1-0 0.2% 30% False False 842
20 673-0 592-6 80-2 13.2% 2-4 0.4% 18% False False 704
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
4.250 607-0
2.618 607-0
1.618 607-0
1.000 607-0
0.618 607-0
HIGH 607-0
0.618 607-0
0.500 607-0
0.382 607-0
LOW 607-0
0.618 607-0
1.000 607-0
1.618 607-0
2.618 607-0
4.250 607-0
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 607-0 605-6
PP 607-0 604-5
S1 607-0 603-3

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

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