CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
584-2 |
593-2 |
9-0 |
1.5% |
623-0 |
High |
590-0 |
593-2 |
3-2 |
0.6% |
623-4 |
Low |
582-0 |
583-0 |
1-0 |
0.2% |
585-0 |
Close |
584-2 |
584-0 |
-0-2 |
0.0% |
583-4 |
Range |
8-0 |
10-2 |
2-2 |
28.1% |
38-4 |
ATR |
13-5 |
13-3 |
-0-2 |
-1.8% |
0-0 |
Volume |
7,341 |
4,776 |
-2,565 |
-34.9% |
37,428 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
617-4 |
611-0 |
589-5 |
|
R3 |
607-2 |
600-6 |
586-7 |
|
R2 |
597-0 |
597-0 |
585-7 |
|
R1 |
590-4 |
590-4 |
585-0 |
588-5 |
PP |
586-6 |
586-6 |
586-6 |
585-6 |
S1 |
580-2 |
580-2 |
583-0 |
578-3 |
S2 |
576-4 |
576-4 |
582-1 |
|
S3 |
566-2 |
570-0 |
581-1 |
|
S4 |
556-0 |
559-6 |
578-3 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
712-7 |
686-5 |
604-5 |
|
R3 |
674-3 |
648-1 |
594-1 |
|
R2 |
635-7 |
635-7 |
590-4 |
|
R1 |
609-5 |
609-5 |
587-0 |
603-4 |
PP |
597-3 |
597-3 |
597-3 |
594-2 |
S1 |
571-1 |
571-1 |
580-0 |
565-0 |
S2 |
558-7 |
558-7 |
576-4 |
|
S3 |
520-3 |
532-5 |
572-7 |
|
S4 |
481-7 |
494-1 |
562-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
621-0 |
582-0 |
39-0 |
6.7% |
11-5 |
2.0% |
5% |
False |
False |
7,599 |
10 |
623-4 |
575-0 |
48-4 |
8.3% |
12-1 |
2.1% |
19% |
False |
False |
7,393 |
20 |
623-4 |
567-2 |
56-2 |
9.6% |
10-1 |
1.7% |
30% |
False |
False |
7,368 |
40 |
623-4 |
557-6 |
65-6 |
11.3% |
8-2 |
1.4% |
40% |
False |
False |
5,450 |
60 |
675-4 |
557-6 |
117-6 |
20.2% |
7-4 |
1.3% |
22% |
False |
False |
4,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
636-6 |
2.618 |
620-1 |
1.618 |
609-7 |
1.000 |
603-4 |
0.618 |
599-5 |
HIGH |
593-2 |
0.618 |
589-3 |
0.500 |
588-1 |
0.382 |
586-7 |
LOW |
583-0 |
0.618 |
576-5 |
1.000 |
572-6 |
1.618 |
566-3 |
2.618 |
556-1 |
4.250 |
539-4 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
588-1 |
591-0 |
PP |
586-6 |
588-5 |
S1 |
585-3 |
586-3 |
|