CME Pit-Traded Wheat Future September 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
549-4 |
548-0 |
-1-4 |
-0.3% |
560-6 |
High |
549-4 |
548-0 |
-1-4 |
-0.3% |
569-0 |
Low |
541-4 |
548-0 |
6-4 |
1.2% |
553-0 |
Close |
543-2 |
547-4 |
4-2 |
0.8% |
562-2 |
Range |
8-0 |
0-0 |
-8-0 |
-100.0% |
16-0 |
ATR |
12-1 |
11-5 |
-0-4 |
-4.3% |
0-0 |
Volume |
2,049 |
6,686 |
4,637 |
226.3% |
20,770 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
547-7 |
547-5 |
547-4 |
|
R3 |
547-7 |
547-5 |
547-4 |
|
R2 |
547-7 |
547-7 |
547-4 |
|
R1 |
547-5 |
547-5 |
547-4 |
547-6 |
PP |
547-7 |
547-7 |
547-7 |
547-7 |
S1 |
547-5 |
547-5 |
547-4 |
547-6 |
S2 |
547-7 |
547-7 |
547-4 |
|
S3 |
547-7 |
547-5 |
547-4 |
|
S4 |
547-7 |
547-5 |
547-4 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
609-3 |
601-7 |
571-0 |
|
R3 |
593-3 |
585-7 |
566-5 |
|
R2 |
577-3 |
577-3 |
565-1 |
|
R1 |
569-7 |
569-7 |
563-6 |
573-5 |
PP |
561-3 |
561-3 |
561-3 |
563-2 |
S1 |
553-7 |
553-7 |
560-6 |
557-5 |
S2 |
545-3 |
545-3 |
559-3 |
|
S3 |
529-3 |
537-7 |
557-7 |
|
S4 |
513-3 |
521-7 |
553-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
548-0 |
2.618 |
548-0 |
1.618 |
548-0 |
1.000 |
548-0 |
0.618 |
548-0 |
HIGH |
548-0 |
0.618 |
548-0 |
0.500 |
548-0 |
0.382 |
548-0 |
LOW |
548-0 |
0.618 |
548-0 |
1.000 |
548-0 |
1.618 |
548-0 |
2.618 |
548-0 |
4.250 |
548-0 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
548-0 |
555-2 |
PP |
547-7 |
552-5 |
S1 |
547-5 |
550-1 |
|