CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
580-0 |
590-0 |
10-0 |
1.7% |
584-2 |
High |
580-0 |
590-0 |
10-0 |
1.7% |
593-2 |
Low |
579-0 |
584-0 |
5-0 |
0.9% |
576-6 |
Close |
586-2 |
584-6 |
-1-4 |
-0.3% |
584-6 |
Range |
1-0 |
6-0 |
5-0 |
500.0% |
16-4 |
ATR |
12-2 |
11-6 |
-0-4 |
-3.6% |
0-0 |
Volume |
5,938 |
4,717 |
-1,221 |
-20.6% |
29,636 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
604-2 |
600-4 |
588-0 |
|
R3 |
598-2 |
594-4 |
586-3 |
|
R2 |
592-2 |
592-2 |
585-7 |
|
R1 |
588-4 |
588-4 |
585-2 |
587-3 |
PP |
586-2 |
586-2 |
586-2 |
585-6 |
S1 |
582-4 |
582-4 |
584-2 |
581-3 |
S2 |
580-2 |
580-2 |
583-5 |
|
S3 |
574-2 |
576-4 |
583-1 |
|
S4 |
568-2 |
570-4 |
581-4 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
634-3 |
626-1 |
593-7 |
|
R3 |
617-7 |
609-5 |
589-2 |
|
R2 |
601-3 |
601-3 |
587-6 |
|
R1 |
593-1 |
593-1 |
586-2 |
597-2 |
PP |
584-7 |
584-7 |
584-7 |
587-0 |
S1 |
576-5 |
576-5 |
583-2 |
580-6 |
S2 |
568-3 |
568-3 |
581-6 |
|
S3 |
551-7 |
560-1 |
580-2 |
|
S4 |
535-3 |
543-5 |
575-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
615-4 |
2.618 |
605-6 |
1.618 |
599-6 |
1.000 |
596-0 |
0.618 |
593-6 |
HIGH |
590-0 |
0.618 |
587-6 |
0.500 |
587-0 |
0.382 |
586-2 |
LOW |
584-0 |
0.618 |
580-2 |
1.000 |
578-0 |
1.618 |
574-2 |
2.618 |
568-2 |
4.250 |
558-4 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
587-0 |
584-2 |
PP |
586-2 |
583-7 |
S1 |
585-4 |
583-3 |
|