CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
640-4 |
625-6 |
-14-6 |
-2.3% |
596-4 |
| High |
640-4 |
625-6 |
-14-6 |
-2.3% |
629-2 |
| Low |
640-4 |
625-6 |
-14-6 |
-2.3% |
596-4 |
| Close |
642-0 |
625-6 |
-16-2 |
-2.5% |
629-2 |
| Range |
|
|
|
|
|
| ATR |
14-3 |
14-4 |
0-1 |
0.9% |
0-0 |
| Volume |
299 |
144 |
-155 |
-51.8% |
1,335 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625-6 |
625-6 |
625-6 |
|
| R3 |
625-6 |
625-6 |
625-6 |
|
| R2 |
625-6 |
625-6 |
625-6 |
|
| R1 |
625-6 |
625-6 |
625-6 |
625-6 |
| PP |
625-6 |
625-6 |
625-6 |
625-6 |
| S1 |
625-6 |
625-6 |
625-6 |
625-6 |
| S2 |
625-6 |
625-6 |
625-6 |
|
| S3 |
625-6 |
625-6 |
625-6 |
|
| S4 |
625-6 |
625-6 |
625-6 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-5 |
705-5 |
647-2 |
|
| R3 |
683-7 |
672-7 |
638-2 |
|
| R2 |
651-1 |
651-1 |
635-2 |
|
| R1 |
640-1 |
640-1 |
632-2 |
645-5 |
| PP |
618-3 |
618-3 |
618-3 |
621-0 |
| S1 |
607-3 |
607-3 |
626-2 |
612-7 |
| S2 |
585-5 |
585-5 |
623-2 |
|
| S3 |
552-7 |
574-5 |
620-2 |
|
| S4 |
520-1 |
541-7 |
611-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
625-6 |
|
2.618 |
625-6 |
|
1.618 |
625-6 |
|
1.000 |
625-6 |
|
0.618 |
625-6 |
|
HIGH |
625-6 |
|
0.618 |
625-6 |
|
0.500 |
625-6 |
|
0.382 |
625-6 |
|
LOW |
625-6 |
|
0.618 |
625-6 |
|
1.000 |
625-6 |
|
1.618 |
625-6 |
|
2.618 |
625-6 |
|
4.250 |
625-6 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
625-6 |
633-1 |
| PP |
625-6 |
630-5 |
| S1 |
625-6 |
628-2 |
|