CME Pit-Traded Wheat Future September 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
554-4 |
560-0 |
5-4 |
1.0% |
560-6 |
High |
554-4 |
569-6 |
15-2 |
2.8% |
569-0 |
Low |
554-0 |
560-0 |
6-0 |
1.1% |
553-0 |
Close |
555-2 |
567-6 |
12-4 |
2.3% |
562-2 |
Range |
0-4 |
9-6 |
9-2 |
1,850.0% |
16-0 |
ATR |
11-2 |
11-4 |
0-2 |
2.1% |
0-0 |
Volume |
3,717 |
1,889 |
-1,828 |
-49.2% |
20,770 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
595-1 |
591-1 |
573-1 |
|
R3 |
585-3 |
581-3 |
570-3 |
|
R2 |
575-5 |
575-5 |
569-4 |
|
R1 |
571-5 |
571-5 |
568-5 |
573-5 |
PP |
565-7 |
565-7 |
565-7 |
566-6 |
S1 |
561-7 |
561-7 |
566-7 |
563-7 |
S2 |
556-1 |
556-1 |
566-0 |
|
S3 |
546-3 |
552-1 |
565-1 |
|
S4 |
536-5 |
542-3 |
562-3 |
|
|
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 |
611-2 |
2.618 |
595-2 |
1.618 |
585-4 |
1.000 |
579-4 |
0.618 |
575-6 |
HIGH |
569-6 |
0.618 |
566-0 |
0.500 |
564-7 |
0.382 |
563-6 |
LOW |
560-0 |
0.618 |
554-0 |
1.000 |
550-2 |
1.618 |
544-2 |
2.618 |
534-4 |
4.250 |
518-4 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
566-6 |
564-6 |
PP |
565-7 |
561-7 |
S1 |
564-7 |
558-7 |
|