CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
587-4 |
599-0 |
11-4 |
2.0% |
586-0 |
| High |
595-4 |
599-0 |
3-4 |
0.6% |
586-6 |
| Low |
587-4 |
583-0 |
-4-4 |
-0.8% |
579-0 |
| Close |
592-6 |
582-6 |
-10-0 |
-1.7% |
586-0 |
| Range |
8-0 |
16-0 |
8-0 |
100.0% |
7-6 |
| ATR |
12-1 |
12-3 |
0-2 |
2.3% |
0-0 |
| Volume |
2,262 |
3,369 |
1,107 |
48.9% |
14,544 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-2 |
625-4 |
591-4 |
|
| R3 |
620-2 |
609-4 |
587-1 |
|
| R2 |
604-2 |
604-2 |
585-5 |
|
| R1 |
593-4 |
593-4 |
584-2 |
590-7 |
| PP |
588-2 |
588-2 |
588-2 |
587-0 |
| S1 |
577-4 |
577-4 |
581-2 |
574-7 |
| S2 |
572-2 |
572-2 |
579-7 |
|
| S3 |
556-2 |
561-4 |
578-3 |
|
| S4 |
540-2 |
545-4 |
574-0 |
|
|
| 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 |
667-0 |
|
2.618 |
640-7 |
|
1.618 |
624-7 |
|
1.000 |
615-0 |
|
0.618 |
608-7 |
|
HIGH |
599-0 |
|
0.618 |
592-7 |
|
0.500 |
591-0 |
|
0.382 |
589-1 |
|
LOW |
583-0 |
|
0.618 |
573-1 |
|
1.000 |
567-0 |
|
1.618 |
557-1 |
|
2.618 |
541-1 |
|
4.250 |
515-0 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
591-0 |
586-3 |
| PP |
588-2 |
585-1 |
| S1 |
585-4 |
584-0 |
|