CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
579-0 |
586-6 |
7-6 |
1.3% |
635-6 |
High |
585-6 |
586-6 |
1-0 |
0.2% |
646-2 |
Low |
579-0 |
586-6 |
7-6 |
1.3% |
605-4 |
Close |
578-6 |
588-4 |
9-6 |
1.7% |
606-2 |
Range |
6-6 |
0-0 |
-6-6 |
-100.0% |
40-6 |
ATR |
13-3 |
13-0 |
-0-3 |
-2.9% |
0-0 |
Volume |
3,542 |
3,956 |
414 |
11.7% |
13,511 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
587-3 |
587-7 |
588-4 |
|
R3 |
587-3 |
587-7 |
588-4 |
|
R2 |
587-3 |
587-3 |
588-4 |
|
R1 |
587-7 |
587-7 |
588-4 |
587-5 |
PP |
587-3 |
587-3 |
587-3 |
587-2 |
S1 |
587-7 |
587-7 |
588-4 |
587-5 |
S2 |
587-3 |
587-3 |
588-4 |
|
S3 |
587-3 |
587-7 |
588-4 |
|
S4 |
587-3 |
587-7 |
588-4 |
|
|
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 |
586-6 |
2.618 |
586-6 |
1.618 |
586-6 |
1.000 |
586-6 |
0.618 |
586-6 |
HIGH |
586-6 |
0.618 |
586-6 |
0.500 |
586-6 |
0.382 |
586-6 |
LOW |
586-6 |
0.618 |
586-6 |
1.000 |
586-6 |
1.618 |
586-6 |
2.618 |
586-6 |
4.250 |
586-6 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
587-7 |
586-5 |
PP |
587-3 |
584-6 |
S1 |
586-6 |
582-7 |
|