CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
553-4 |
560-0 |
6-4 |
1.2% |
574-0 |
| High |
563-0 |
573-4 |
10-4 |
1.9% |
574-0 |
| Low |
553-4 |
560-0 |
6-4 |
1.2% |
557-0 |
| Close |
562-2 |
571-6 |
9-4 |
1.7% |
565-0 |
| Range |
9-4 |
13-4 |
4-0 |
42.1% |
17-0 |
| ATR |
10-3 |
10-4 |
0-2 |
2.2% |
0-0 |
| Volume |
851 |
1,344 |
493 |
57.9% |
5,671 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
608-7 |
603-7 |
579-1 |
|
| R3 |
595-3 |
590-3 |
575-4 |
|
| R2 |
581-7 |
581-7 |
574-2 |
|
| R1 |
576-7 |
576-7 |
573-0 |
579-3 |
| PP |
568-3 |
568-3 |
568-3 |
569-6 |
| S1 |
563-3 |
563-3 |
570-4 |
565-7 |
| S2 |
554-7 |
554-7 |
569-2 |
|
| S3 |
541-3 |
549-7 |
568-0 |
|
| S4 |
527-7 |
536-3 |
564-3 |
|
|
| 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 |
630-7 |
|
2.618 |
608-7 |
|
1.618 |
595-3 |
|
1.000 |
587-0 |
|
0.618 |
581-7 |
|
HIGH |
573-4 |
|
0.618 |
568-3 |
|
0.500 |
566-6 |
|
0.382 |
565-1 |
|
LOW |
560-0 |
|
0.618 |
551-5 |
|
1.000 |
546-4 |
|
1.618 |
538-1 |
|
2.618 |
524-5 |
|
4.250 |
502-5 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
570-1 |
569-0 |
| PP |
568-3 |
566-2 |
| S1 |
566-6 |
563-4 |
|