CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
586-0 |
579-0 |
-7-0 |
-1.2% |
635-6 |
| High |
586-0 |
585-6 |
-0-2 |
0.0% |
646-2 |
| Low |
586-0 |
579-0 |
-7-0 |
-1.2% |
605-4 |
| Close |
585-2 |
578-6 |
-6-4 |
-1.1% |
606-2 |
| Range |
0-0 |
6-6 |
6-6 |
|
40-6 |
| ATR |
13-7 |
13-3 |
-0-4 |
-3.7% |
0-0 |
| Volume |
3,571 |
3,542 |
-29 |
-0.8% |
13,511 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
601-3 |
596-7 |
582-4 |
|
| R3 |
594-5 |
590-1 |
580-5 |
|
| R2 |
587-7 |
587-7 |
580-0 |
|
| R1 |
583-3 |
583-3 |
579-3 |
582-2 |
| PP |
581-1 |
581-1 |
581-1 |
580-5 |
| S1 |
576-5 |
576-5 |
578-1 |
575-4 |
| S2 |
574-3 |
574-3 |
577-4 |
|
| S3 |
567-5 |
569-7 |
576-7 |
|
| S4 |
560-7 |
563-1 |
575-0 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741-5 |
714-5 |
628-5 |
|
| R3 |
700-7 |
673-7 |
617-4 |
|
| R2 |
660-1 |
660-1 |
613-6 |
|
| R1 |
633-1 |
633-1 |
610-0 |
626-2 |
| PP |
619-3 |
619-3 |
619-3 |
615-7 |
| S1 |
592-3 |
592-3 |
602-4 |
585-4 |
| S2 |
578-5 |
578-5 |
598-6 |
|
| S3 |
537-7 |
551-5 |
595-0 |
|
| S4 |
497-1 |
510-7 |
583-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614-4 |
|
2.618 |
603-3 |
|
1.618 |
596-5 |
|
1.000 |
592-4 |
|
0.618 |
589-7 |
|
HIGH |
585-6 |
|
0.618 |
583-1 |
|
0.500 |
582-3 |
|
0.382 |
581-5 |
|
LOW |
579-0 |
|
0.618 |
574-7 |
|
1.000 |
572-2 |
|
1.618 |
568-1 |
|
2.618 |
561-3 |
|
4.250 |
550-2 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
582-3 |
592-2 |
| PP |
581-1 |
587-6 |
| S1 |
580-0 |
583-2 |
|