CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
635-4 |
651-0 |
15-4 |
2.4% |
667-0 |
| High |
639-0 |
651-0 |
12-0 |
1.9% |
667-0 |
| Low |
635-4 |
645-0 |
9-4 |
1.5% |
635-0 |
| Close |
636-6 |
646-2 |
9-4 |
1.5% |
646-2 |
| Range |
3-4 |
6-0 |
2-4 |
71.4% |
32-0 |
| ATR |
|
|
|
|
|
| Volume |
3,150 |
3,474 |
324 |
10.3% |
16,623 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-3 |
661-7 |
649-4 |
|
| R3 |
659-3 |
655-7 |
647-7 |
|
| R2 |
653-3 |
653-3 |
647-3 |
|
| R1 |
649-7 |
649-7 |
646-6 |
648-5 |
| PP |
647-3 |
647-3 |
647-3 |
646-6 |
| S1 |
643-7 |
643-7 |
645-6 |
642-5 |
| S2 |
641-3 |
641-3 |
645-1 |
|
| S3 |
635-3 |
637-7 |
644-5 |
|
| S4 |
629-3 |
631-7 |
643-0 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
745-3 |
727-7 |
663-7 |
|
| R3 |
713-3 |
695-7 |
655-0 |
|
| R2 |
681-3 |
681-3 |
652-1 |
|
| R1 |
663-7 |
663-7 |
649-1 |
656-5 |
| PP |
649-3 |
649-3 |
649-3 |
645-6 |
| S1 |
631-7 |
631-7 |
643-3 |
624-5 |
| S2 |
617-3 |
617-3 |
640-3 |
|
| S3 |
585-3 |
599-7 |
637-4 |
|
| S4 |
553-3 |
567-7 |
628-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676-4 |
|
2.618 |
666-6 |
|
1.618 |
660-6 |
|
1.000 |
657-0 |
|
0.618 |
654-6 |
|
HIGH |
651-0 |
|
0.618 |
648-6 |
|
0.500 |
648-0 |
|
0.382 |
647-2 |
|
LOW |
645-0 |
|
0.618 |
641-2 |
|
1.000 |
639-0 |
|
1.618 |
635-2 |
|
2.618 |
629-2 |
|
4.250 |
619-4 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
648-0 |
645-2 |
| PP |
647-3 |
644-2 |
| S1 |
646-7 |
643-2 |
|