CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
594-6 |
604-4 |
9-6 |
1.6% |
591-4 |
| High |
604-0 |
610-0 |
6-0 |
1.0% |
594-0 |
| Low |
594-6 |
604-0 |
9-2 |
1.6% |
565-2 |
| Close |
603-0 |
610-2 |
7-2 |
1.2% |
577-2 |
| Range |
9-2 |
6-0 |
-3-2 |
-35.1% |
28-6 |
| ATR |
14-4 |
14-0 |
-0-4 |
-3.7% |
0-0 |
| Volume |
3,420 |
8,481 |
5,061 |
148.0% |
23,245 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
626-1 |
624-1 |
613-4 |
|
| R3 |
620-1 |
618-1 |
611-7 |
|
| R2 |
614-1 |
614-1 |
611-3 |
|
| R1 |
612-1 |
612-1 |
610-6 |
613-1 |
| PP |
608-1 |
608-1 |
608-1 |
608-4 |
| S1 |
606-1 |
606-1 |
609-6 |
607-1 |
| S2 |
602-1 |
602-1 |
609-1 |
|
| S3 |
596-1 |
600-1 |
608-5 |
|
| S4 |
590-1 |
594-1 |
607-0 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-1 |
649-7 |
593-0 |
|
| R3 |
636-3 |
621-1 |
585-1 |
|
| R2 |
607-5 |
607-5 |
582-4 |
|
| R1 |
592-3 |
592-3 |
579-7 |
585-5 |
| PP |
578-7 |
578-7 |
578-7 |
575-4 |
| S1 |
563-5 |
563-5 |
574-5 |
556-7 |
| S2 |
550-1 |
550-1 |
572-0 |
|
| S3 |
521-3 |
534-7 |
569-3 |
|
| S4 |
492-5 |
506-1 |
561-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
635-4 |
|
2.618 |
625-6 |
|
1.618 |
619-6 |
|
1.000 |
616-0 |
|
0.618 |
613-6 |
|
HIGH |
610-0 |
|
0.618 |
607-6 |
|
0.500 |
607-0 |
|
0.382 |
606-2 |
|
LOW |
604-0 |
|
0.618 |
600-2 |
|
1.000 |
598-0 |
|
1.618 |
594-2 |
|
2.618 |
588-2 |
|
4.250 |
578-4 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
609-1 |
604-3 |
| PP |
608-1 |
598-4 |
| S1 |
607-0 |
592-5 |
|