CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
630-2 |
635-6 |
5-4 |
0.9% |
633-0 |
| High |
635-0 |
646-2 |
11-2 |
1.8% |
635-0 |
| Low |
625-0 |
628-0 |
3-0 |
0.5% |
613-2 |
| Close |
627-2 |
635-6 |
8-4 |
1.4% |
627-2 |
| Range |
10-0 |
18-2 |
8-2 |
82.5% |
21-6 |
| ATR |
14-5 |
15-0 |
0-2 |
2.1% |
0-0 |
| Volume |
3,670 |
2,467 |
-1,203 |
-32.8% |
23,011 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691-3 |
681-7 |
645-6 |
|
| R3 |
673-1 |
663-5 |
640-6 |
|
| R2 |
654-7 |
654-7 |
639-1 |
|
| R1 |
645-3 |
645-3 |
637-3 |
644-7 |
| PP |
636-5 |
636-5 |
636-5 |
636-4 |
| S1 |
627-1 |
627-1 |
634-1 |
626-5 |
| S2 |
618-3 |
618-3 |
632-3 |
|
| S3 |
600-1 |
608-7 |
630-6 |
|
| S4 |
581-7 |
590-5 |
625-6 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-3 |
680-5 |
639-2 |
|
| R3 |
668-5 |
658-7 |
633-2 |
|
| R2 |
646-7 |
646-7 |
631-2 |
|
| R1 |
637-1 |
637-1 |
629-2 |
631-1 |
| PP |
625-1 |
625-1 |
625-1 |
622-2 |
| S1 |
615-3 |
615-3 |
625-2 |
609-3 |
| S2 |
603-3 |
603-3 |
623-2 |
|
| S3 |
581-5 |
593-5 |
621-2 |
|
| S4 |
559-7 |
571-7 |
615-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
723-6 |
|
2.618 |
694-0 |
|
1.618 |
675-6 |
|
1.000 |
664-4 |
|
0.618 |
657-4 |
|
HIGH |
646-2 |
|
0.618 |
639-2 |
|
0.500 |
637-1 |
|
0.382 |
635-0 |
|
LOW |
628-0 |
|
0.618 |
616-6 |
|
1.000 |
609-6 |
|
1.618 |
598-4 |
|
2.618 |
580-2 |
|
4.250 |
550-4 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
637-1 |
634-3 |
| PP |
636-5 |
633-0 |
| S1 |
636-2 |
631-5 |
|