CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
588-6 |
585-0 |
-3-6 |
-0.6% |
621-4 |
| High |
588-6 |
585-0 |
-3-6 |
-0.6% |
621-4 |
| Low |
588-6 |
585-0 |
-3-6 |
-0.6% |
585-0 |
| Close |
588-6 |
585-0 |
-3-6 |
-0.6% |
585-0 |
| Range |
|
|
|
|
|
| ATR |
11-6 |
11-1 |
-0-5 |
-4.9% |
0-0 |
| Volume |
1,732 |
1,287 |
-445 |
-25.7% |
7,587 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-0 |
585-0 |
585-0 |
|
| R3 |
585-0 |
585-0 |
585-0 |
|
| R2 |
585-0 |
585-0 |
585-0 |
|
| R1 |
585-0 |
585-0 |
585-0 |
585-0 |
| PP |
585-0 |
585-0 |
585-0 |
585-0 |
| S1 |
585-0 |
585-0 |
585-0 |
585-0 |
| S2 |
585-0 |
585-0 |
585-0 |
|
| S3 |
585-0 |
585-0 |
585-0 |
|
| S4 |
585-0 |
585-0 |
585-0 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-5 |
682-3 |
605-1 |
|
| R3 |
670-1 |
645-7 |
595-0 |
|
| R2 |
633-5 |
633-5 |
591-6 |
|
| R1 |
609-3 |
609-3 |
588-3 |
603-2 |
| PP |
597-1 |
597-1 |
597-1 |
594-1 |
| S1 |
572-7 |
572-7 |
581-5 |
566-6 |
| S2 |
560-5 |
560-5 |
578-2 |
|
| S3 |
524-1 |
536-3 |
575-0 |
|
| S4 |
487-5 |
499-7 |
564-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
585-0 |
|
2.618 |
585-0 |
|
1.618 |
585-0 |
|
1.000 |
585-0 |
|
0.618 |
585-0 |
|
HIGH |
585-0 |
|
0.618 |
585-0 |
|
0.500 |
585-0 |
|
0.382 |
585-0 |
|
LOW |
585-0 |
|
0.618 |
585-0 |
|
1.000 |
585-0 |
|
1.618 |
585-0 |
|
2.618 |
585-0 |
|
4.250 |
585-0 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
585-0 |
595-5 |
| PP |
585-0 |
592-1 |
| S1 |
585-0 |
588-4 |
|