CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
613-2 |
617-0 |
3-6 |
0.6% |
668-4 |
| High |
613-2 |
635-0 |
21-6 |
3.5% |
675-4 |
| Low |
613-2 |
617-0 |
3-6 |
0.6% |
635-4 |
| Close |
613-2 |
630-6 |
17-4 |
2.9% |
635-4 |
| Range |
0-0 |
18-0 |
18-0 |
|
40-0 |
| ATR |
14-4 |
15-0 |
0-4 |
3.6% |
0-0 |
| Volume |
2,371 |
5,111 |
2,740 |
115.6% |
15,096 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
681-5 |
674-1 |
640-5 |
|
| R3 |
663-5 |
656-1 |
635-6 |
|
| R2 |
645-5 |
645-5 |
634-0 |
|
| R1 |
638-1 |
638-1 |
632-3 |
641-7 |
| PP |
627-5 |
627-5 |
627-5 |
629-4 |
| S1 |
620-1 |
620-1 |
629-1 |
623-7 |
| S2 |
609-5 |
609-5 |
627-4 |
|
| S3 |
591-5 |
602-1 |
625-6 |
|
| S4 |
573-5 |
584-1 |
620-7 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-7 |
742-1 |
657-4 |
|
| R3 |
728-7 |
702-1 |
646-4 |
|
| R2 |
688-7 |
688-7 |
642-7 |
|
| R1 |
662-1 |
662-1 |
639-1 |
655-4 |
| PP |
648-7 |
648-7 |
648-7 |
645-4 |
| S1 |
622-1 |
622-1 |
631-7 |
615-4 |
| S2 |
608-7 |
608-7 |
628-1 |
|
| S3 |
568-7 |
582-1 |
624-4 |
|
| S4 |
528-7 |
542-1 |
613-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
711-4 |
|
2.618 |
682-1 |
|
1.618 |
664-1 |
|
1.000 |
653-0 |
|
0.618 |
646-1 |
|
HIGH |
635-0 |
|
0.618 |
628-1 |
|
0.500 |
626-0 |
|
0.382 |
623-7 |
|
LOW |
617-0 |
|
0.618 |
605-7 |
|
1.000 |
599-0 |
|
1.618 |
587-7 |
|
2.618 |
569-7 |
|
4.250 |
540-4 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
629-1 |
628-4 |
| PP |
627-5 |
626-3 |
| S1 |
626-0 |
624-1 |
|