CME Pit-Traded Wheat Future December 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
623-0 |
613-0 |
-10-0 |
-1.6% |
567-4 |
High |
623-4 |
621-0 |
-2-4 |
-0.4% |
621-4 |
Low |
613-0 |
604-0 |
-9-0 |
-1.5% |
567-2 |
Close |
616-6 |
599-0 |
-17-6 |
-2.9% |
622-4 |
Range |
10-4 |
17-0 |
6-4 |
61.9% |
54-2 |
ATR |
14-2 |
14-4 |
0-2 |
1.4% |
0-0 |
Volume |
11,548 |
7,592 |
-3,956 |
-34.3% |
29,062 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
659-0 |
646-0 |
608-3 |
|
R3 |
642-0 |
629-0 |
603-5 |
|
R2 |
625-0 |
625-0 |
602-1 |
|
R1 |
612-0 |
612-0 |
600-4 |
610-0 |
PP |
608-0 |
608-0 |
608-0 |
607-0 |
S1 |
595-0 |
595-0 |
597-4 |
593-0 |
S2 |
591-0 |
591-0 |
595-7 |
|
S3 |
574-0 |
578-0 |
594-3 |
|
S4 |
557-0 |
561-0 |
589-5 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766-4 |
748-6 |
652-3 |
|
R3 |
712-2 |
694-4 |
637-3 |
|
R2 |
658-0 |
658-0 |
632-4 |
|
R1 |
640-2 |
640-2 |
627-4 |
649-1 |
PP |
603-6 |
603-6 |
603-6 |
608-2 |
S1 |
586-0 |
586-0 |
617-4 |
594-7 |
S2 |
549-4 |
549-4 |
612-4 |
|
S3 |
495-2 |
531-6 |
607-5 |
|
S4 |
441-0 |
477-4 |
592-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
623-4 |
580-0 |
43-4 |
7.3% |
12-1 |
2.0% |
44% |
False |
False |
7,836 |
10 |
623-4 |
567-2 |
56-2 |
9.4% |
11-0 |
1.8% |
56% |
False |
False |
7,560 |
20 |
623-4 |
565-2 |
58-2 |
9.7% |
10-5 |
1.8% |
58% |
False |
False |
6,793 |
40 |
631-2 |
557-6 |
73-4 |
12.3% |
7-7 |
1.3% |
56% |
False |
False |
4,966 |
60 |
675-4 |
557-6 |
117-6 |
19.7% |
7-5 |
1.3% |
35% |
False |
False |
4,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
693-2 |
2.618 |
665-4 |
1.618 |
648-4 |
1.000 |
638-0 |
0.618 |
631-4 |
HIGH |
621-0 |
0.618 |
614-4 |
0.500 |
612-4 |
0.382 |
610-4 |
LOW |
604-0 |
0.618 |
593-4 |
1.000 |
587-0 |
1.618 |
576-4 |
2.618 |
559-4 |
4.250 |
531-6 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
612-4 |
613-6 |
PP |
608-0 |
608-7 |
S1 |
603-4 |
603-7 |
|