CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
561-0 |
556-0 |
-5-0 |
-0.9% |
600-0 |
| High |
561-0 |
556-0 |
-5-0 |
-0.9% |
600-0 |
| Low |
561-0 |
553-0 |
-8-0 |
-1.4% |
561-0 |
| Close |
561-2 |
554-0 |
-7-2 |
-1.3% |
560-4 |
| Range |
0-0 |
3-0 |
3-0 |
|
39-0 |
| ATR |
12-6 |
12-4 |
-0-3 |
-2.5% |
0-0 |
| Volume |
3,244 |
5,000 |
1,756 |
54.1% |
18,113 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
563-3 |
561-5 |
555-5 |
|
| R3 |
560-3 |
558-5 |
554-7 |
|
| R2 |
557-3 |
557-3 |
554-4 |
|
| R1 |
555-5 |
555-5 |
554-2 |
555-0 |
| PP |
554-3 |
554-3 |
554-3 |
554-0 |
| S1 |
552-5 |
552-5 |
553-6 |
552-0 |
| S2 |
551-3 |
551-3 |
553-4 |
|
| S3 |
548-3 |
549-5 |
553-1 |
|
| S4 |
545-3 |
546-5 |
552-3 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-7 |
664-5 |
582-0 |
|
| R3 |
651-7 |
625-5 |
571-2 |
|
| R2 |
612-7 |
612-7 |
567-5 |
|
| R1 |
586-5 |
586-5 |
564-1 |
580-2 |
| PP |
573-7 |
573-7 |
573-7 |
570-5 |
| S1 |
547-5 |
547-5 |
556-7 |
541-2 |
| S2 |
534-7 |
534-7 |
553-3 |
|
| S3 |
495-7 |
508-5 |
549-6 |
|
| S4 |
456-7 |
469-5 |
539-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
568-6 |
|
2.618 |
563-7 |
|
1.618 |
560-7 |
|
1.000 |
559-0 |
|
0.618 |
557-7 |
|
HIGH |
556-0 |
|
0.618 |
554-7 |
|
0.500 |
554-4 |
|
0.382 |
554-1 |
|
LOW |
553-0 |
|
0.618 |
551-1 |
|
1.000 |
550-0 |
|
1.618 |
548-1 |
|
2.618 |
545-1 |
|
4.250 |
540-2 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
554-4 |
560-0 |
| PP |
554-3 |
558-0 |
| S1 |
554-1 |
556-0 |
|