CME Pit-Traded Wheat Future September 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 |
585-0 |
574-0 |
-11-0 |
-1.9% |
621-4 |
High |
585-0 |
574-0 |
-11-0 |
-1.9% |
621-4 |
Low |
585-0 |
565-0 |
-20-0 |
-3.4% |
585-0 |
Close |
585-0 |
564-0 |
-21-0 |
-3.6% |
585-0 |
Range |
0-0 |
9-0 |
9-0 |
|
36-4 |
ATR |
11-1 |
11-6 |
0-5 |
5.7% |
0-0 |
Volume |
1,287 |
1,449 |
162 |
12.6% |
7,587 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
594-5 |
588-3 |
569-0 |
|
R3 |
585-5 |
579-3 |
566-4 |
|
R2 |
576-5 |
576-5 |
565-5 |
|
R1 |
570-3 |
570-3 |
564-7 |
569-0 |
PP |
567-5 |
567-5 |
567-5 |
567-0 |
S1 |
561-3 |
561-3 |
563-1 |
560-0 |
S2 |
558-5 |
558-5 |
562-3 |
|
S3 |
549-5 |
552-3 |
561-4 |
|
S4 |
540-5 |
543-3 |
559-0 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706-5 |
682-3 |
605-1 |
|
R3 |
670-1 |
645-7 |
595-0 |
|
R2 |
633-5 |
633-5 |
591-6 |
|
R1 |
609-3 |
609-3 |
588-3 |
603-2 |
PP |
597-1 |
597-1 |
597-1 |
594-1 |
S1 |
572-7 |
572-7 |
581-5 |
566-6 |
S2 |
560-5 |
560-5 |
578-2 |
|
S3 |
524-1 |
536-3 |
575-0 |
|
S4 |
487-5 |
499-7 |
564-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
612-2 |
2.618 |
597-4 |
1.618 |
588-4 |
1.000 |
583-0 |
0.618 |
579-4 |
HIGH |
574-0 |
0.618 |
570-4 |
0.500 |
569-4 |
0.382 |
568-4 |
LOW |
565-0 |
0.618 |
559-4 |
1.000 |
556-0 |
1.618 |
550-4 |
2.618 |
541-4 |
4.250 |
526-6 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
569-4 |
576-7 |
PP |
567-5 |
572-5 |
S1 |
565-7 |
568-2 |
|