CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
626-0 |
636-4 |
10-4 |
1.7% |
667-0 |
High |
627-0 |
636-4 |
9-4 |
1.5% |
667-0 |
Low |
625-0 |
636-4 |
11-4 |
1.8% |
635-0 |
Close |
640-4 |
636-4 |
-4-0 |
-0.6% |
646-2 |
Range |
2-0 |
0-0 |
-2-0 |
-100.0% |
32-0 |
ATR |
0-0 |
17-1 |
17-1 |
|
0-0 |
Volume |
2,989 |
3,161 |
172 |
5.8% |
16,623 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
636-4 |
636-4 |
636-4 |
|
R3 |
636-4 |
636-4 |
636-4 |
|
R2 |
636-4 |
636-4 |
636-4 |
|
R1 |
636-4 |
636-4 |
636-4 |
636-4 |
PP |
636-4 |
636-4 |
636-4 |
636-4 |
S1 |
636-4 |
636-4 |
636-4 |
636-4 |
S2 |
636-4 |
636-4 |
636-4 |
|
S3 |
636-4 |
636-4 |
636-4 |
|
S4 |
636-4 |
636-4 |
636-4 |
|
|
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 |
636-4 |
2.618 |
636-4 |
1.618 |
636-4 |
1.000 |
636-4 |
0.618 |
636-4 |
HIGH |
636-4 |
0.618 |
636-4 |
0.500 |
636-4 |
0.382 |
636-4 |
LOW |
636-4 |
0.618 |
636-4 |
1.000 |
636-4 |
1.618 |
636-4 |
2.618 |
636-4 |
4.250 |
636-4 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
636-4 |
633-4 |
PP |
636-4 |
630-5 |
S1 |
636-4 |
627-5 |
|