CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
636-4 |
651-2 |
14-6 |
2.3% |
618-6 |
| High |
636-4 |
651-2 |
14-6 |
2.3% |
651-2 |
| Low |
636-4 |
651-2 |
14-6 |
2.3% |
618-6 |
| Close |
636-4 |
651-2 |
14-6 |
2.3% |
651-2 |
| Range |
|
|
|
|
|
| ATR |
17-1 |
17-0 |
-0-1 |
-1.0% |
0-0 |
| Volume |
3,161 |
2,379 |
-782 |
-24.7% |
9,794 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
651-2 |
651-2 |
651-2 |
|
| R3 |
651-2 |
651-2 |
651-2 |
|
| R2 |
651-2 |
651-2 |
651-2 |
|
| R1 |
651-2 |
651-2 |
651-2 |
651-2 |
| PP |
651-2 |
651-2 |
651-2 |
651-2 |
| S1 |
651-2 |
651-2 |
651-2 |
651-2 |
| S2 |
651-2 |
651-2 |
651-2 |
|
| S3 |
651-2 |
651-2 |
651-2 |
|
| S4 |
651-2 |
651-2 |
651-2 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-7 |
727-1 |
669-1 |
|
| R3 |
705-3 |
694-5 |
660-2 |
|
| R2 |
672-7 |
672-7 |
657-2 |
|
| R1 |
662-1 |
662-1 |
654-2 |
667-4 |
| PP |
640-3 |
640-3 |
640-3 |
643-1 |
| S1 |
629-5 |
629-5 |
648-2 |
635-0 |
| S2 |
607-7 |
607-7 |
645-2 |
|
| S3 |
575-3 |
597-1 |
642-2 |
|
| S4 |
542-7 |
564-5 |
633-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
651-2 |
|
2.618 |
651-2 |
|
1.618 |
651-2 |
|
1.000 |
651-2 |
|
0.618 |
651-2 |
|
HIGH |
651-2 |
|
0.618 |
651-2 |
|
0.500 |
651-2 |
|
0.382 |
651-2 |
|
LOW |
651-2 |
|
0.618 |
651-2 |
|
1.000 |
651-2 |
|
1.618 |
651-2 |
|
2.618 |
651-2 |
|
4.250 |
651-2 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
651-2 |
646-7 |
| PP |
651-2 |
642-4 |
| S1 |
651-2 |
638-1 |
|