CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
568-6 |
567-4 |
-1-2 |
-0.2% |
619-6 |
High |
569-0 |
575-0 |
6-0 |
1.1% |
619-6 |
Low |
568-6 |
567-2 |
-1-4 |
-0.3% |
568-6 |
Close |
569-4 |
574-4 |
5-0 |
0.9% |
569-4 |
Range |
0-2 |
7-6 |
7-4 |
3,000.0% |
51-0 |
ATR |
14-0 |
13-4 |
-0-4 |
-3.2% |
0-0 |
Volume |
5,661 |
4,672 |
-989 |
-17.5% |
34,952 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
595-4 |
592-6 |
578-6 |
|
R3 |
587-6 |
585-0 |
576-5 |
|
R2 |
580-0 |
580-0 |
575-7 |
|
R1 |
577-2 |
577-2 |
575-2 |
578-5 |
PP |
572-2 |
572-2 |
572-2 |
573-0 |
S1 |
569-4 |
569-4 |
573-6 |
570-7 |
S2 |
564-4 |
564-4 |
573-1 |
|
S3 |
556-6 |
561-6 |
572-3 |
|
S4 |
549-0 |
554-0 |
570-2 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
739-0 |
705-2 |
597-4 |
|
R3 |
688-0 |
654-2 |
583-4 |
|
R2 |
637-0 |
637-0 |
578-7 |
|
R1 |
603-2 |
603-2 |
574-1 |
594-5 |
PP |
586-0 |
586-0 |
586-0 |
581-6 |
S1 |
552-2 |
552-2 |
564-7 |
543-5 |
S2 |
535-0 |
535-0 |
560-1 |
|
S3 |
484-0 |
501-2 |
555-4 |
|
S4 |
433-0 |
450-2 |
541-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
608-0 |
2.618 |
595-2 |
1.618 |
587-4 |
1.000 |
582-6 |
0.618 |
579-6 |
HIGH |
575-0 |
0.618 |
572-0 |
0.500 |
571-1 |
0.382 |
570-2 |
LOW |
567-2 |
0.618 |
562-4 |
1.000 |
559-4 |
1.618 |
554-6 |
2.618 |
547-0 |
4.250 |
534-2 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
573-3 |
573-7 |
PP |
572-2 |
573-2 |
S1 |
571-1 |
572-5 |
|