CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
574-4 |
587-4 |
13-0 |
2.3% |
586-0 |
High |
584-0 |
595-4 |
11-4 |
2.0% |
586-6 |
Low |
573-6 |
587-4 |
13-6 |
2.4% |
579-0 |
Close |
583-6 |
592-6 |
9-0 |
1.5% |
586-0 |
Range |
10-2 |
8-0 |
-2-2 |
-22.0% |
7-6 |
ATR |
12-1 |
12-1 |
0-0 |
-0.2% |
0-0 |
Volume |
3,668 |
2,262 |
-1,406 |
-38.3% |
14,544 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
615-7 |
612-3 |
597-1 |
|
R3 |
607-7 |
604-3 |
595-0 |
|
R2 |
599-7 |
599-7 |
594-2 |
|
R1 |
596-3 |
596-3 |
593-4 |
598-1 |
PP |
591-7 |
591-7 |
591-7 |
592-6 |
S1 |
588-3 |
588-3 |
592-0 |
590-1 |
S2 |
583-7 |
583-7 |
591-2 |
|
S3 |
575-7 |
580-3 |
590-4 |
|
S4 |
567-7 |
572-3 |
588-3 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
607-1 |
604-3 |
590-2 |
|
R3 |
599-3 |
596-5 |
588-1 |
|
R2 |
591-5 |
591-5 |
587-3 |
|
R1 |
588-7 |
588-7 |
586-6 |
589-7 |
PP |
583-7 |
583-7 |
583-7 |
584-4 |
S1 |
581-1 |
581-1 |
585-2 |
582-1 |
S2 |
576-1 |
576-1 |
584-5 |
|
S3 |
568-3 |
573-3 |
583-7 |
|
S4 |
560-5 |
565-5 |
581-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
629-4 |
2.618 |
616-4 |
1.618 |
608-4 |
1.000 |
603-4 |
0.618 |
600-4 |
HIGH |
595-4 |
0.618 |
592-4 |
0.500 |
591-4 |
0.382 |
590-4 |
LOW |
587-4 |
0.618 |
582-4 |
1.000 |
579-4 |
1.618 |
574-4 |
2.618 |
566-4 |
4.250 |
553-4 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
592-3 |
590-0 |
PP |
591-7 |
587-3 |
S1 |
591-4 |
584-5 |
|