CME Pit-Traded Wheat Future December 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 |
609-6 |
605-4 |
-4-2 |
-0.7% |
635-6 |
| High |
609-6 |
605-4 |
-4-2 |
-0.7% |
646-2 |
| Low |
609-6 |
605-4 |
-4-2 |
-0.7% |
605-4 |
| Close |
609-6 |
606-2 |
-3-4 |
-0.6% |
606-2 |
| Range |
|
|
|
|
|
| ATR |
14-1 |
13-3 |
-0-6 |
-5.0% |
0-0 |
| Volume |
2,768 |
2,051 |
-717 |
-25.9% |
13,511 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
605-6 |
606-0 |
606-2 |
|
| R3 |
605-6 |
606-0 |
606-2 |
|
| R2 |
605-6 |
605-6 |
606-2 |
|
| R1 |
606-0 |
606-0 |
606-2 |
605-7 |
| PP |
605-6 |
605-6 |
605-6 |
605-6 |
| S1 |
606-0 |
606-0 |
606-2 |
605-7 |
| S2 |
605-6 |
605-6 |
606-2 |
|
| S3 |
605-6 |
606-0 |
606-2 |
|
| S4 |
605-6 |
606-0 |
606-2 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
741-5 |
714-5 |
628-5 |
|
| R3 |
700-7 |
673-7 |
617-4 |
|
| R2 |
660-1 |
660-1 |
613-6 |
|
| R1 |
633-1 |
633-1 |
610-0 |
626-2 |
| PP |
619-3 |
619-3 |
619-3 |
615-7 |
| S1 |
592-3 |
592-3 |
602-4 |
585-4 |
| S2 |
578-5 |
578-5 |
598-6 |
|
| S3 |
537-7 |
551-5 |
595-0 |
|
| S4 |
497-1 |
510-7 |
583-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
605-4 |
|
2.618 |
605-4 |
|
1.618 |
605-4 |
|
1.000 |
605-4 |
|
0.618 |
605-4 |
|
HIGH |
605-4 |
|
0.618 |
605-4 |
|
0.500 |
605-4 |
|
0.382 |
605-4 |
|
LOW |
605-4 |
|
0.618 |
605-4 |
|
1.000 |
605-4 |
|
1.618 |
605-4 |
|
2.618 |
605-4 |
|
4.250 |
605-4 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
606-0 |
616-4 |
| PP |
605-6 |
613-1 |
| S1 |
605-4 |
609-5 |
|