CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
614-4 |
609-6 |
-4-6 |
-0.8% |
633-0 |
| High |
627-4 |
609-6 |
-17-6 |
-2.8% |
635-0 |
| Low |
613-6 |
609-6 |
-4-0 |
-0.7% |
613-2 |
| Close |
614-4 |
609-6 |
-4-6 |
-0.8% |
627-2 |
| Range |
13-6 |
0-0 |
-13-6 |
-100.0% |
21-6 |
| ATR |
14-6 |
14-1 |
-0-6 |
-4.9% |
0-0 |
| Volume |
2,559 |
2,768 |
209 |
8.2% |
23,011 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
609-6 |
609-6 |
609-6 |
|
| R3 |
609-6 |
609-6 |
609-6 |
|
| R2 |
609-6 |
609-6 |
609-6 |
|
| R1 |
609-6 |
609-6 |
609-6 |
609-6 |
| PP |
609-6 |
609-6 |
609-6 |
609-6 |
| S1 |
609-6 |
609-6 |
609-6 |
609-6 |
| S2 |
609-6 |
609-6 |
609-6 |
|
| S3 |
609-6 |
609-6 |
609-6 |
|
| S4 |
609-6 |
609-6 |
609-6 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-3 |
680-5 |
639-2 |
|
| R3 |
668-5 |
658-7 |
633-2 |
|
| R2 |
646-7 |
646-7 |
631-2 |
|
| R1 |
637-1 |
637-1 |
629-2 |
631-1 |
| PP |
625-1 |
625-1 |
625-1 |
622-2 |
| S1 |
615-3 |
615-3 |
625-2 |
609-3 |
| S2 |
603-3 |
603-3 |
623-2 |
|
| S3 |
581-5 |
593-5 |
621-2 |
|
| S4 |
559-7 |
571-7 |
615-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
609-6 |
|
2.618 |
609-6 |
|
1.618 |
609-6 |
|
1.000 |
609-6 |
|
0.618 |
609-6 |
|
HIGH |
609-6 |
|
0.618 |
609-6 |
|
0.500 |
609-6 |
|
0.382 |
609-6 |
|
LOW |
609-6 |
|
0.618 |
609-6 |
|
1.000 |
609-6 |
|
1.618 |
609-6 |
|
2.618 |
609-6 |
|
4.250 |
609-6 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
609-6 |
620-4 |
| PP |
609-6 |
616-7 |
| S1 |
609-6 |
613-3 |
|