CME Pit-Traded Wheat Future September 2009
Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
561-4 |
566-6 |
5-2 |
0.9% |
621-4 |
High |
561-4 |
566-6 |
5-2 |
0.9% |
621-4 |
Low |
561-4 |
566-6 |
5-2 |
0.9% |
585-0 |
Close |
557-6 |
566-6 |
9-0 |
1.6% |
585-0 |
Range |
|
|
|
|
|
ATR |
11-1 |
11-0 |
-0-1 |
-1.4% |
0-0 |
Volume |
1,353 |
1,384 |
31 |
2.3% |
7,587 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
566-6 |
566-6 |
566-6 |
|
R3 |
566-6 |
566-6 |
566-6 |
|
R2 |
566-6 |
566-6 |
566-6 |
|
R1 |
566-6 |
566-6 |
566-6 |
566-6 |
PP |
566-6 |
566-6 |
566-6 |
566-6 |
S1 |
566-6 |
566-6 |
566-6 |
566-6 |
S2 |
566-6 |
566-6 |
566-6 |
|
S3 |
566-6 |
566-6 |
566-6 |
|
S4 |
566-6 |
566-6 |
566-6 |
|
|
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 |
566-6 |
2.618 |
566-6 |
1.618 |
566-6 |
1.000 |
566-6 |
0.618 |
566-6 |
HIGH |
566-6 |
0.618 |
566-6 |
0.500 |
566-6 |
0.382 |
566-6 |
LOW |
566-6 |
0.618 |
566-6 |
1.000 |
566-6 |
1.618 |
566-6 |
2.618 |
566-6 |
4.250 |
566-6 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
566-6 |
567-6 |
PP |
566-6 |
567-3 |
S1 |
566-6 |
567-1 |
|