CME Pit-Traded Wheat Future December 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 |
647-4 |
644-4 |
-3-0 |
-0.5% |
668-4 |
| High |
647-4 |
644-4 |
-3-0 |
-0.5% |
675-4 |
| Low |
647-4 |
635-4 |
-12-0 |
-1.9% |
635-4 |
| Close |
647-4 |
635-4 |
-12-0 |
-1.9% |
635-4 |
| Range |
0-0 |
9-0 |
9-0 |
|
40-0 |
| ATR |
16-4 |
16-1 |
-0-3 |
-1.9% |
0-0 |
| Volume |
2,456 |
4,156 |
1,700 |
69.2% |
15,096 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
665-4 |
659-4 |
640-4 |
|
| R3 |
656-4 |
650-4 |
638-0 |
|
| R2 |
647-4 |
647-4 |
637-1 |
|
| R1 |
641-4 |
641-4 |
636-3 |
640-0 |
| PP |
638-4 |
638-4 |
638-4 |
637-6 |
| S1 |
632-4 |
632-4 |
634-5 |
631-0 |
| S2 |
629-4 |
629-4 |
633-7 |
|
| S3 |
620-4 |
623-4 |
633-0 |
|
| S4 |
611-4 |
614-4 |
630-4 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-7 |
742-1 |
657-4 |
|
| R3 |
728-7 |
702-1 |
646-4 |
|
| R2 |
688-7 |
688-7 |
642-7 |
|
| R1 |
662-1 |
662-1 |
639-1 |
655-4 |
| PP |
648-7 |
648-7 |
648-7 |
645-4 |
| S1 |
622-1 |
622-1 |
631-7 |
615-4 |
| S2 |
608-7 |
608-7 |
628-1 |
|
| S3 |
568-7 |
582-1 |
624-4 |
|
| S4 |
528-7 |
542-1 |
613-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
682-6 |
|
2.618 |
668-0 |
|
1.618 |
659-0 |
|
1.000 |
653-4 |
|
0.618 |
650-0 |
|
HIGH |
644-4 |
|
0.618 |
641-0 |
|
0.500 |
640-0 |
|
0.382 |
639-0 |
|
LOW |
635-4 |
|
0.618 |
630-0 |
|
1.000 |
626-4 |
|
1.618 |
621-0 |
|
2.618 |
612-0 |
|
4.250 |
597-2 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
640-0 |
652-0 |
| PP |
638-4 |
646-4 |
| S1 |
637-0 |
641-0 |
|