CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 566-6 561-4 -5-2 -0.9% 574-0
High 566-6 561-4 -5-2 -0.9% 574-0
Low 566-6 557-0 -9-6 -1.7% 557-0
Close 566-6 565-0 -1-6 -0.3% 565-0
Range 0-0 4-4 4-4 17-0
ATR 11-0 10-7 -0-1 -0.8% 0-0
Volume 1,384 1,485 101 7.3% 5,671
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 574-5 574-3 567-4
R3 570-1 569-7 566-2
R2 565-5 565-5 565-7
R1 565-3 565-3 565-3 565-4
PP 561-1 561-1 561-1 561-2
S1 560-7 560-7 564-5 561-0
S2 556-5 556-5 564-1
S3 552-1 556-3 563-6
S4 547-5 551-7 562-4
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 616-3 607-5 574-3
R3 599-3 590-5 569-5
R2 582-3 582-3 568-1
R1 573-5 573-5 566-4 569-4
PP 565-3 565-3 565-3 563-2
S1 556-5 556-5 563-4 552-4
S2 548-3 548-3 561-7
S3 531-3 539-5 560-3
S4 514-3 522-5 555-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 585-0 557-0 28-0 5.0% 2-6 0.5% 29% False True 1,391
10 621-4 557-0 64-4 11.4% 2-2 0.4% 12% False True 1,373
20 640-4 557-0 83-4 14.8% 1-5 0.3% 10% False True 1,102
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 -1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 580-5
2.618 573-2
1.618 568-6
1.000 566-0
0.618 564-2
HIGH 561-4
0.618 559-6
0.500 559-2
0.382 558-6
LOW 557-0
0.618 554-2
1.000 552-4
1.618 549-6
2.618 545-2
4.250 537-7
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 563-1 564-0
PP 561-1 562-7
S1 559-2 561-7

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

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