CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
569-0 |
553-4 |
-15-4 |
-2.7% |
574-0 |
| High |
569-0 |
563-0 |
-6-0 |
-1.1% |
574-0 |
| Low |
569-0 |
553-4 |
-15-4 |
-2.7% |
557-0 |
| Close |
556-6 |
562-2 |
5-4 |
1.0% |
565-0 |
| Range |
0-0 |
9-4 |
9-4 |
|
17-0 |
| ATR |
10-3 |
10-3 |
-0-1 |
-0.6% |
0-0 |
| Volume |
663 |
851 |
188 |
28.4% |
5,671 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
588-1 |
584-5 |
567-4 |
|
| R3 |
578-5 |
575-1 |
564-7 |
|
| R2 |
569-1 |
569-1 |
564-0 |
|
| R1 |
565-5 |
565-5 |
563-1 |
567-3 |
| PP |
559-5 |
559-5 |
559-5 |
560-4 |
| S1 |
556-1 |
556-1 |
561-3 |
557-7 |
| S2 |
550-1 |
550-1 |
560-4 |
|
| S3 |
540-5 |
546-5 |
559-5 |
|
| S4 |
531-1 |
537-1 |
557-0 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
616-3 |
607-5 |
574-3 |
|
| R3 |
599-3 |
590-5 |
569-5 |
|
| R2 |
582-3 |
582-3 |
568-1 |
|
| R1 |
573-5 |
573-5 |
566-4 |
569-4 |
| PP |
565-3 |
565-3 |
565-3 |
563-2 |
| S1 |
556-5 |
556-5 |
563-4 |
552-4 |
| S2 |
548-3 |
548-3 |
561-7 |
|
| S3 |
531-3 |
539-5 |
560-3 |
|
| S4 |
514-3 |
522-5 |
555-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
603-3 |
|
2.618 |
587-7 |
|
1.618 |
578-3 |
|
1.000 |
572-4 |
|
0.618 |
568-7 |
|
HIGH |
563-0 |
|
0.618 |
559-3 |
|
0.500 |
558-2 |
|
0.382 |
557-1 |
|
LOW |
553-4 |
|
0.618 |
547-5 |
|
1.000 |
544-0 |
|
1.618 |
538-1 |
|
2.618 |
528-5 |
|
4.250 |
513-1 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
560-7 |
561-7 |
| PP |
559-5 |
561-5 |
| S1 |
558-2 |
561-2 |
|