CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
656-4 |
668-4 |
12-0 |
1.8% |
618-6 |
| High |
661-0 |
668-4 |
7-4 |
1.1% |
651-2 |
| Low |
656-4 |
668-4 |
12-0 |
1.8% |
618-6 |
| Close |
653-0 |
663-6 |
10-6 |
1.6% |
651-2 |
| Range |
4-4 |
0-0 |
-4-4 |
-100.0% |
32-4 |
| ATR |
16-4 |
16-4 |
-0-1 |
-0.5% |
0-0 |
| Volume |
2,940 |
1,344 |
-1,596 |
-54.3% |
9,794 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-7 |
665-3 |
663-6 |
|
| R3 |
666-7 |
665-3 |
663-6 |
|
| R2 |
666-7 |
666-7 |
663-6 |
|
| R1 |
665-3 |
665-3 |
663-6 |
666-1 |
| PP |
666-7 |
666-7 |
666-7 |
667-2 |
| S1 |
665-3 |
665-3 |
663-6 |
666-1 |
| S2 |
666-7 |
666-7 |
663-6 |
|
| S3 |
666-7 |
665-3 |
663-6 |
|
| S4 |
666-7 |
665-3 |
663-6 |
|
|
| 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 |
668-4 |
|
2.618 |
668-4 |
|
1.618 |
668-4 |
|
1.000 |
668-4 |
|
0.618 |
668-4 |
|
HIGH |
668-4 |
|
0.618 |
668-4 |
|
0.500 |
668-4 |
|
0.382 |
668-4 |
|
LOW |
668-4 |
|
0.618 |
668-4 |
|
1.000 |
668-4 |
|
1.618 |
668-4 |
|
2.618 |
668-4 |
|
4.250 |
668-4 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
668-4 |
666-0 |
| PP |
666-7 |
665-2 |
| S1 |
665-3 |
664-4 |
|