CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
596-4 |
617-4 |
21-0 |
3.5% |
646-0 |
| High |
596-4 |
617-4 |
21-0 |
3.5% |
646-0 |
| Low |
596-4 |
617-4 |
21-0 |
3.5% |
614-4 |
| Close |
596-4 |
618-6 |
22-2 |
3.7% |
624-4 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
82 |
419 |
337 |
411.0% |
3,783 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617-7 |
618-3 |
618-6 |
|
| R3 |
617-7 |
618-3 |
618-6 |
|
| R2 |
617-7 |
617-7 |
618-6 |
|
| R1 |
618-3 |
618-3 |
618-6 |
618-1 |
| PP |
617-7 |
617-7 |
617-7 |
617-6 |
| S1 |
618-3 |
618-3 |
618-6 |
618-1 |
| S2 |
617-7 |
617-7 |
618-6 |
|
| S3 |
617-7 |
618-3 |
618-6 |
|
| S4 |
617-7 |
618-3 |
618-6 |
|
|
| 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 |
617-4 |
|
2.618 |
617-4 |
|
1.618 |
617-4 |
|
1.000 |
617-4 |
|
0.618 |
617-4 |
|
HIGH |
617-4 |
|
0.618 |
617-4 |
|
0.500 |
617-4 |
|
0.382 |
617-4 |
|
LOW |
617-4 |
|
0.618 |
617-4 |
|
1.000 |
617-4 |
|
1.618 |
617-4 |
|
2.618 |
617-4 |
|
4.250 |
617-4 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
618-3 |
616-3 |
| PP |
617-7 |
614-1 |
| S1 |
617-4 |
611-6 |
|