CME Pit-Traded Wheat Future September 2009
Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
601-0 |
592-6 |
-8-2 |
-1.4% |
637-0 |
High |
601-0 |
592-6 |
-8-2 |
-1.4% |
640-4 |
Low |
601-0 |
592-6 |
-8-2 |
-1.4% |
615-4 |
Close |
601-0 |
592-6 |
-8-2 |
-1.4% |
615-4 |
Range |
|
|
|
|
|
ATR |
13-5 |
13-2 |
-0-3 |
-2.8% |
0-0 |
Volume |
1,688 |
829 |
-859 |
-50.9% |
2,047 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
592-6 |
592-6 |
592-6 |
|
R3 |
592-6 |
592-6 |
592-6 |
|
R2 |
592-6 |
592-6 |
592-6 |
|
R1 |
592-6 |
592-6 |
592-6 |
592-6 |
PP |
592-6 |
592-6 |
592-6 |
592-6 |
S1 |
592-6 |
592-6 |
592-6 |
592-6 |
S2 |
592-6 |
592-6 |
592-6 |
|
S3 |
592-6 |
592-6 |
592-6 |
|
S4 |
592-6 |
592-6 |
592-6 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
698-7 |
682-1 |
629-2 |
|
R3 |
673-7 |
657-1 |
622-3 |
|
R2 |
648-7 |
648-7 |
620-1 |
|
R1 |
632-1 |
632-1 |
617-6 |
628-0 |
PP |
623-7 |
623-7 |
623-7 |
621-6 |
S1 |
607-1 |
607-1 |
613-2 |
603-0 |
S2 |
598-7 |
598-7 |
610-7 |
|
S3 |
573-7 |
582-1 |
608-5 |
|
S4 |
548-7 |
557-1 |
601-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
592-6 |
2.618 |
592-6 |
1.618 |
592-6 |
1.000 |
592-6 |
0.618 |
592-6 |
HIGH |
592-6 |
0.618 |
592-6 |
0.500 |
592-6 |
0.382 |
592-6 |
LOW |
592-6 |
0.618 |
592-6 |
1.000 |
592-6 |
1.618 |
592-6 |
2.618 |
592-6 |
4.250 |
592-6 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
592-6 |
602-3 |
PP |
592-6 |
599-1 |
S1 |
592-6 |
596-0 |
|