CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
625-6 |
615-4 |
-10-2 |
-1.6% |
637-0 |
| High |
625-6 |
615-4 |
-10-2 |
-1.6% |
640-4 |
| Low |
625-6 |
615-4 |
-10-2 |
-1.6% |
615-4 |
| Close |
625-6 |
615-4 |
-10-2 |
-1.6% |
615-4 |
| Range |
|
|
|
|
|
| ATR |
14-4 |
14-2 |
-0-2 |
-2.1% |
0-0 |
| Volume |
144 |
639 |
495 |
343.8% |
2,047 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
615-4 |
615-4 |
615-4 |
|
| R3 |
615-4 |
615-4 |
615-4 |
|
| R2 |
615-4 |
615-4 |
615-4 |
|
| R1 |
615-4 |
615-4 |
615-4 |
615-4 |
| PP |
615-4 |
615-4 |
615-4 |
615-4 |
| S1 |
615-4 |
615-4 |
615-4 |
615-4 |
| S2 |
615-4 |
615-4 |
615-4 |
|
| S3 |
615-4 |
615-4 |
615-4 |
|
| S4 |
615-4 |
615-4 |
615-4 |
|
|
| 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 |
615-4 |
|
2.618 |
615-4 |
|
1.618 |
615-4 |
|
1.000 |
615-4 |
|
0.618 |
615-4 |
|
HIGH |
615-4 |
|
0.618 |
615-4 |
|
0.500 |
615-4 |
|
0.382 |
615-4 |
|
LOW |
615-4 |
|
0.618 |
615-4 |
|
1.000 |
615-4 |
|
1.618 |
615-4 |
|
2.618 |
615-4 |
|
4.250 |
615-4 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
615-4 |
628-0 |
| PP |
615-4 |
623-7 |
| S1 |
615-4 |
619-5 |
|