CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
618-6 |
626-0 |
7-2 |
1.2% |
667-0 |
| High |
618-6 |
627-0 |
8-2 |
1.3% |
667-0 |
| Low |
618-6 |
625-0 |
6-2 |
1.0% |
635-0 |
| Close |
618-6 |
640-4 |
21-6 |
3.5% |
646-2 |
| Range |
0-0 |
2-0 |
2-0 |
|
32-0 |
| ATR |
|
|
|
|
|
| Volume |
1,265 |
2,989 |
1,724 |
136.3% |
16,623 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-7 |
640-5 |
641-5 |
|
| R3 |
634-7 |
638-5 |
641-0 |
|
| R2 |
632-7 |
632-7 |
640-7 |
|
| R1 |
636-5 |
636-5 |
640-5 |
634-6 |
| PP |
630-7 |
630-7 |
630-7 |
629-7 |
| S1 |
634-5 |
634-5 |
640-3 |
632-6 |
| S2 |
628-7 |
628-7 |
640-1 |
|
| S3 |
626-7 |
632-5 |
640-0 |
|
| S4 |
624-7 |
630-5 |
639-3 |
|
|
| 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 |
635-4 |
|
2.618 |
632-2 |
|
1.618 |
630-2 |
|
1.000 |
629-0 |
|
0.618 |
628-2 |
|
HIGH |
627-0 |
|
0.618 |
626-2 |
|
0.500 |
626-0 |
|
0.382 |
625-6 |
|
LOW |
625-0 |
|
0.618 |
623-6 |
|
1.000 |
623-0 |
|
1.618 |
621-6 |
|
2.618 |
619-6 |
|
4.250 |
616-4 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
635-5 |
638-5 |
| PP |
630-7 |
636-6 |
| S1 |
626-0 |
634-7 |
|