CME Pit-Traded Wheat Future September 2009
Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
593-6 |
588-6 |
-5-0 |
-0.8% |
607-0 |
High |
606-2 |
588-6 |
-17-4 |
-2.9% |
614-0 |
Low |
605-0 |
588-6 |
-16-2 |
-2.7% |
592-6 |
Close |
593-6 |
588-6 |
-5-0 |
-0.8% |
607-0 |
Range |
1-2 |
0-0 |
-1-2 |
-100.0% |
21-2 |
ATR |
12-2 |
11-6 |
-0-4 |
-4.2% |
0-0 |
Volume |
1,755 |
1,732 |
-23 |
-1.3% |
6,376 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
588-6 |
588-6 |
588-6 |
|
R3 |
588-6 |
588-6 |
588-6 |
|
R2 |
588-6 |
588-6 |
588-6 |
|
R1 |
588-6 |
588-6 |
588-6 |
588-6 |
PP |
588-6 |
588-6 |
588-6 |
588-6 |
S1 |
588-6 |
588-6 |
588-6 |
588-6 |
S2 |
588-6 |
588-6 |
588-6 |
|
S3 |
588-6 |
588-6 |
588-6 |
|
S4 |
588-6 |
588-6 |
588-6 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
668-3 |
658-7 |
618-6 |
|
R3 |
647-1 |
637-5 |
612-7 |
|
R2 |
625-7 |
625-7 |
610-7 |
|
R1 |
616-3 |
616-3 |
609-0 |
617-5 |
PP |
604-5 |
604-5 |
604-5 |
605-2 |
S1 |
595-1 |
595-1 |
605-0 |
596-3 |
S2 |
583-3 |
583-3 |
603-1 |
|
S3 |
562-1 |
573-7 |
601-1 |
|
S4 |
540-7 |
552-5 |
595-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
588-6 |
2.618 |
588-6 |
1.618 |
588-6 |
1.000 |
588-6 |
0.618 |
588-6 |
HIGH |
588-6 |
0.618 |
588-6 |
0.500 |
588-6 |
0.382 |
588-6 |
LOW |
588-6 |
0.618 |
588-6 |
1.000 |
588-6 |
1.618 |
588-6 |
2.618 |
588-6 |
4.250 |
588-6 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
588-6 |
600-7 |
PP |
588-6 |
596-7 |
S1 |
588-6 |
592-6 |
|