CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 644-4 633-0 -11-4 -1.8% 668-4
High 644-4 633-0 -11-4 -1.8% 675-4
Low 635-4 629-0 -6-4 -1.0% 635-4
Close 635-4 633-0 -2-4 -0.4% 635-4
Range 9-0 4-0 -5-0 -55.6% 40-0
ATR 16-1 15-4 -0-6 -4.3% 0-0
Volume 4,156 7,590 3,434 82.6% 15,096
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 643-5 642-3 635-2
R3 639-5 638-3 634-1
R2 635-5 635-5 633-6
R1 634-3 634-3 633-3 635-0
PP 631-5 631-5 631-5 632-0
S1 630-3 630-3 632-5 631-0
S2 627-5 627-5 632-2
S3 623-5 626-3 631-7
S4 619-5 622-3 630-6
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 768-7 742-1 657-4
R3 728-7 702-1 646-4
R2 688-7 688-7 642-7
R1 662-1 662-1 639-1 655-4
PP 648-7 648-7 648-7 645-4
S1 622-1 622-1 631-7 615-4
S2 608-7 608-7 628-1
S3 568-7 582-1 624-4
S4 528-7 542-1 613-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668-4 629-0 39-4 6.2% 3-4 0.6% 10% False True 3,697
10 675-4 618-6 56-6 9.0% 3-6 0.6% 25% False False 3,248
20 707-0 618-6 88-2 13.9% 5-6 0.9% 16% False False 3,160
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 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 650-0
2.618 643-4
1.618 639-4
1.000 637-0
0.618 635-4
HIGH 633-0
0.618 631-4
0.500 631-0
0.382 630-4
LOW 629-0
0.618 626-4
1.000 625-0
1.618 622-4
2.618 618-4
4.250 612-0
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 632-3 638-2
PP 631-5 636-4
S1 631-0 634-6

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

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