CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
590-0 |
569-0 |
-21-0 |
-3.6% |
584-2 |
High |
590-0 |
569-6 |
-20-2 |
-3.4% |
593-2 |
Low |
584-0 |
565-6 |
-18-2 |
-3.1% |
576-6 |
Close |
584-6 |
566-6 |
-18-0 |
-3.1% |
584-6 |
Range |
6-0 |
4-0 |
-2-0 |
-33.3% |
16-4 |
ATR |
11-6 |
12-3 |
0-4 |
4.3% |
0-0 |
Volume |
4,717 |
4,910 |
193 |
4.1% |
29,636 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
579-3 |
577-1 |
569-0 |
|
R3 |
575-3 |
573-1 |
567-7 |
|
R2 |
571-3 |
571-3 |
567-4 |
|
R1 |
569-1 |
569-1 |
567-1 |
568-2 |
PP |
567-3 |
567-3 |
567-3 |
567-0 |
S1 |
565-1 |
565-1 |
566-3 |
564-2 |
S2 |
563-3 |
563-3 |
566-0 |
|
S3 |
559-3 |
561-1 |
565-5 |
|
S4 |
555-3 |
557-1 |
564-4 |
|
|
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 |
586-6 |
2.618 |
580-2 |
1.618 |
576-2 |
1.000 |
573-6 |
0.618 |
572-2 |
HIGH |
569-6 |
0.618 |
568-2 |
0.500 |
567-6 |
0.382 |
567-2 |
LOW |
565-6 |
0.618 |
563-2 |
1.000 |
561-6 |
1.618 |
559-2 |
2.618 |
555-2 |
4.250 |
548-6 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
567-6 |
577-7 |
PP |
567-3 |
574-1 |
S1 |
567-1 |
570-4 |
|