CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
580-2 |
575-4 |
-4-6 |
-0.8% |
578-6 |
| High |
580-2 |
576-0 |
-4-2 |
-0.7% |
599-0 |
| Low |
580-2 |
572-0 |
-8-2 |
-1.4% |
573-6 |
| Close |
580-2 |
572-0 |
-8-2 |
-1.4% |
579-6 |
| Range |
0-0 |
4-0 |
4-0 |
|
25-2 |
| ATR |
12-7 |
12-4 |
-0-3 |
-2.5% |
0-0 |
| Volume |
2,902 |
4,343 |
1,441 |
49.7% |
14,253 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-3 |
582-5 |
574-2 |
|
| R3 |
581-3 |
578-5 |
573-1 |
|
| R2 |
577-3 |
577-3 |
572-6 |
|
| R1 |
574-5 |
574-5 |
572-3 |
574-0 |
| PP |
573-3 |
573-3 |
573-3 |
573-0 |
| S1 |
570-5 |
570-5 |
571-5 |
570-0 |
| S2 |
569-3 |
569-3 |
571-2 |
|
| S3 |
565-3 |
566-5 |
570-7 |
|
| S4 |
561-3 |
562-5 |
569-6 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-7 |
645-1 |
593-5 |
|
| R3 |
634-5 |
619-7 |
586-6 |
|
| R2 |
609-3 |
609-3 |
584-3 |
|
| R1 |
594-5 |
594-5 |
582-1 |
602-0 |
| PP |
584-1 |
584-1 |
584-1 |
587-7 |
| S1 |
569-3 |
569-3 |
577-3 |
576-6 |
| S2 |
558-7 |
558-7 |
575-1 |
|
| S3 |
533-5 |
544-1 |
572-6 |
|
| S4 |
508-3 |
518-7 |
565-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
593-0 |
|
2.618 |
586-4 |
|
1.618 |
582-4 |
|
1.000 |
580-0 |
|
0.618 |
578-4 |
|
HIGH |
576-0 |
|
0.618 |
574-4 |
|
0.500 |
574-0 |
|
0.382 |
573-4 |
|
LOW |
572-0 |
|
0.618 |
569-4 |
|
1.000 |
568-0 |
|
1.618 |
565-4 |
|
2.618 |
561-4 |
|
4.250 |
555-0 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
574-0 |
571-0 |
| PP |
573-3 |
570-0 |
| S1 |
572-5 |
569-0 |
|