CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 625-0 613-2 -11-6 -1.9% 668-4
High 626-4 613-2 -13-2 -2.1% 675-4
Low 624-0 613-2 -10-6 -1.7% 635-4
Close 621-4 613-2 -8-2 -1.3% 635-4
Range 2-4 0-0 -2-4 -100.0% 40-0
ATR 15-0 14-4 -0-4 -3.2% 0-0
Volume 4,269 2,371 -1,898 -44.5% 15,096
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 613-2 613-2 613-2
R3 613-2 613-2 613-2
R2 613-2 613-2 613-2
R1 613-2 613-2 613-2 613-2
PP 613-2 613-2 613-2 613-2
S1 613-2 613-2 613-2 613-2
S2 613-2 613-2 613-2
S3 613-2 613-2 613-2
S4 613-2 613-2 613-2
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
5 647-4 613-2 34-2 5.6% 3-1 0.5% 0% False True 4,168
10 675-4 613-2 62-2 10.2% 3-7 0.6% 0% False True 3,486
20 692-2 613-2 79-0 12.9% 4-6 0.8% 0% False True 3,388
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 613-2
2.618 613-2
1.618 613-2
1.000 613-2
0.618 613-2
HIGH 613-2
0.618 613-2
0.500 613-2
0.382 613-2
LOW 613-2
0.618 613-2
1.000 613-2
1.618 613-2
2.618 613-2
4.250 613-2
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 613-2 623-1
PP 613-2 619-7
S1 613-2 616-4

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

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