CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
591-4 |
592-0 |
0-4 |
0.1% |
564-4 |
| High |
591-4 |
594-0 |
2-4 |
0.4% |
587-6 |
| Low |
579-6 |
589-0 |
9-2 |
1.6% |
557-6 |
| Close |
580-2 |
589-6 |
9-4 |
1.6% |
583-4 |
| Range |
11-6 |
5-0 |
-6-6 |
-57.4% |
30-0 |
| ATR |
12-5 |
12-6 |
0-1 |
0.6% |
0-0 |
| Volume |
3,128 |
4,620 |
1,492 |
47.7% |
15,203 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
605-7 |
602-7 |
592-4 |
|
| R3 |
600-7 |
597-7 |
591-1 |
|
| R2 |
595-7 |
595-7 |
590-5 |
|
| R1 |
592-7 |
592-7 |
590-2 |
591-7 |
| PP |
590-7 |
590-7 |
590-7 |
590-4 |
| S1 |
587-7 |
587-7 |
589-2 |
586-7 |
| S2 |
585-7 |
585-7 |
588-7 |
|
| S3 |
580-7 |
582-7 |
588-3 |
|
| S4 |
575-7 |
577-7 |
587-0 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-3 |
654-7 |
600-0 |
|
| R3 |
636-3 |
624-7 |
591-6 |
|
| R2 |
606-3 |
606-3 |
589-0 |
|
| R1 |
594-7 |
594-7 |
586-2 |
600-5 |
| PP |
576-3 |
576-3 |
576-3 |
579-2 |
| S1 |
564-7 |
564-7 |
580-6 |
570-5 |
| S2 |
546-3 |
546-3 |
578-0 |
|
| S3 |
516-3 |
534-7 |
575-2 |
|
| S4 |
486-3 |
504-7 |
567-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
615-2 |
|
2.618 |
607-1 |
|
1.618 |
602-1 |
|
1.000 |
599-0 |
|
0.618 |
597-1 |
|
HIGH |
594-0 |
|
0.618 |
592-1 |
|
0.500 |
591-4 |
|
0.382 |
590-7 |
|
LOW |
589-0 |
|
0.618 |
585-7 |
|
1.000 |
584-0 |
|
1.618 |
580-7 |
|
2.618 |
575-7 |
|
4.250 |
567-6 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
591-4 |
588-6 |
| PP |
590-7 |
587-7 |
| S1 |
590-3 |
586-7 |
|