CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
586-6 |
581-0 |
-5-6 |
-1.0% |
586-0 |
| High |
586-6 |
581-4 |
-5-2 |
-0.9% |
586-6 |
| Low |
586-6 |
580-4 |
-6-2 |
-1.1% |
579-0 |
| Close |
588-4 |
586-0 |
-2-4 |
-0.4% |
586-0 |
| Range |
0-0 |
1-0 |
1-0 |
|
7-6 |
| ATR |
13-0 |
12-5 |
-0-3 |
-2.7% |
0-0 |
| Volume |
3,956 |
3,475 |
-481 |
-12.2% |
14,544 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-5 |
586-7 |
586-4 |
|
| R3 |
584-5 |
585-7 |
586-2 |
|
| R2 |
583-5 |
583-5 |
586-1 |
|
| R1 |
584-7 |
584-7 |
586-1 |
584-2 |
| PP |
582-5 |
582-5 |
582-5 |
582-3 |
| S1 |
583-7 |
583-7 |
585-7 |
583-2 |
| S2 |
581-5 |
581-5 |
585-7 |
|
| S3 |
580-5 |
582-7 |
585-6 |
|
| S4 |
579-5 |
581-7 |
585-4 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607-1 |
604-3 |
590-2 |
|
| R3 |
599-3 |
596-5 |
588-1 |
|
| R2 |
591-5 |
591-5 |
587-3 |
|
| R1 |
588-7 |
588-7 |
586-6 |
589-7 |
| PP |
583-7 |
583-7 |
583-7 |
584-4 |
| S1 |
581-1 |
581-1 |
585-2 |
582-1 |
| S2 |
576-1 |
576-1 |
584-5 |
|
| S3 |
568-3 |
573-3 |
583-7 |
|
| S4 |
560-5 |
565-5 |
581-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
585-6 |
|
2.618 |
584-1 |
|
1.618 |
583-1 |
|
1.000 |
582-4 |
|
0.618 |
582-1 |
|
HIGH |
581-4 |
|
0.618 |
581-1 |
|
0.500 |
581-0 |
|
0.382 |
580-7 |
|
LOW |
580-4 |
|
0.618 |
579-7 |
|
1.000 |
579-4 |
|
1.618 |
578-7 |
|
2.618 |
577-7 |
|
4.250 |
576-2 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
584-3 |
585-0 |
| PP |
582-5 |
583-7 |
| S1 |
581-0 |
582-7 |
|