CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
615-2 |
627-0 |
11-6 |
1.9% |
646-0 |
| High |
615-2 |
627-0 |
11-6 |
1.9% |
646-0 |
| Low |
615-2 |
624-0 |
8-6 |
1.4% |
614-4 |
| Close |
615-2 |
624-4 |
9-2 |
1.5% |
624-4 |
| Range |
0-0 |
3-0 |
3-0 |
|
31-4 |
| ATR |
|
|
|
|
|
| Volume |
1,127 |
1,371 |
244 |
21.7% |
3,783 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
634-1 |
632-3 |
626-1 |
|
| R3 |
631-1 |
629-3 |
625-3 |
|
| R2 |
628-1 |
628-1 |
625-0 |
|
| R1 |
626-3 |
626-3 |
624-6 |
625-6 |
| PP |
625-1 |
625-1 |
625-1 |
624-7 |
| S1 |
623-3 |
623-3 |
624-2 |
622-6 |
| S2 |
622-1 |
622-1 |
624-0 |
|
| S3 |
619-1 |
620-3 |
623-5 |
|
| S4 |
616-1 |
617-3 |
622-7 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722-7 |
705-1 |
641-7 |
|
| R3 |
691-3 |
673-5 |
633-1 |
|
| R2 |
659-7 |
659-7 |
630-2 |
|
| R1 |
642-1 |
642-1 |
627-3 |
635-2 |
| PP |
628-3 |
628-3 |
628-3 |
624-7 |
| S1 |
610-5 |
610-5 |
621-5 |
603-6 |
| S2 |
596-7 |
596-7 |
618-6 |
|
| S3 |
565-3 |
579-1 |
615-7 |
|
| S4 |
533-7 |
547-5 |
607-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
639-6 |
|
2.618 |
634-7 |
|
1.618 |
631-7 |
|
1.000 |
630-0 |
|
0.618 |
628-7 |
|
HIGH |
627-0 |
|
0.618 |
625-7 |
|
0.500 |
625-4 |
|
0.382 |
625-1 |
|
LOW |
624-0 |
|
0.618 |
622-1 |
|
1.000 |
621-0 |
|
1.618 |
619-1 |
|
2.618 |
616-1 |
|
4.250 |
611-2 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
625-4 |
623-3 |
| PP |
625-1 |
622-2 |
| S1 |
624-7 |
621-1 |
|