CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 605-4 586-0 -19-4 -3.2% 635-6
High 605-4 586-0 -19-4 -3.2% 646-2
Low 605-4 586-0 -19-4 -3.2% 605-4
Close 606-2 585-2 -21-0 -3.5% 606-2
Range
ATR 13-3 13-7 0-4 3.7% 0-0
Volume 2,051 3,571 1,520 74.1% 13,511
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 585-6 585-4 585-2
R3 585-6 585-4 585-2
R2 585-6 585-6 585-2
R1 585-4 585-4 585-2 585-5
PP 585-6 585-6 585-6 585-6
S1 585-4 585-4 585-2 585-5
S2 585-6 585-6 585-2
S3 585-6 585-4 585-2
S4 585-6 585-4 585-2
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 741-5 714-5 628-5
R3 700-7 673-7 617-4
R2 660-1 660-1 613-6
R1 633-1 633-1 610-0 626-2
PP 619-3 619-3 619-3 615-7
S1 592-3 592-3 602-4 585-4
S2 578-5 578-5 598-6
S3 537-7 551-5 595-0
S4 497-1 510-7 583-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 631-2 586-0 45-2 7.7% 4-4 0.8% -2% False True 2,923
10 646-2 586-0 60-2 10.3% 7-1 1.2% -1% False True 3,250
20 675-4 586-0 89-4 15.3% 5-4 0.9% -1% False True 3,249
Crabel Price Patterns
NR False
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 1-3
Fibonacci Retracements and Extensions
4.250 586-0
2.618 586-0
1.618 586-0
1.000 586-0
0.618 586-0
HIGH 586-0
0.618 586-0
0.500 586-0
0.382 586-0
LOW 586-0
0.618 586-0
1.000 586-0
1.618 586-0
2.618 586-0
4.250 586-0
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 586-0 597-7
PP 585-6 593-5
S1 585-4 589-4

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

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