CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
577-0 |
564-4 |
-12-4 |
-2.2% |
578-6 |
| High |
579-0 |
564-4 |
-14-4 |
-2.5% |
599-0 |
| Low |
577-0 |
561-4 |
-15-4 |
-2.7% |
573-6 |
| Close |
579-6 |
563-4 |
-16-2 |
-2.8% |
579-6 |
| Range |
2-0 |
3-0 |
1-0 |
50.0% |
25-2 |
| ATR |
11-7 |
12-3 |
0-4 |
3.8% |
0-0 |
| Volume |
2,439 |
1,831 |
-608 |
-24.9% |
14,253 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
572-1 |
570-7 |
565-1 |
|
| R3 |
569-1 |
567-7 |
564-3 |
|
| R2 |
566-1 |
566-1 |
564-0 |
|
| R1 |
564-7 |
564-7 |
563-6 |
564-0 |
| PP |
563-1 |
563-1 |
563-1 |
562-6 |
| S1 |
561-7 |
561-7 |
563-2 |
561-0 |
| S2 |
560-1 |
560-1 |
563-0 |
|
| S3 |
557-1 |
558-7 |
562-5 |
|
| S4 |
554-1 |
555-7 |
561-7 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-7 |
645-1 |
593-5 |
|
| R3 |
634-5 |
619-7 |
586-6 |
|
| R2 |
609-3 |
609-3 |
584-3 |
|
| R1 |
594-5 |
594-5 |
582-1 |
602-0 |
| PP |
584-1 |
584-1 |
584-1 |
587-7 |
| S1 |
569-3 |
569-3 |
577-3 |
576-6 |
| S2 |
558-7 |
558-7 |
575-1 |
|
| S3 |
533-5 |
544-1 |
572-6 |
|
| S4 |
508-3 |
518-7 |
565-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
577-2 |
|
2.618 |
572-3 |
|
1.618 |
569-3 |
|
1.000 |
567-4 |
|
0.618 |
566-3 |
|
HIGH |
564-4 |
|
0.618 |
563-3 |
|
0.500 |
563-0 |
|
0.382 |
562-5 |
|
LOW |
561-4 |
|
0.618 |
559-5 |
|
1.000 |
558-4 |
|
1.618 |
556-5 |
|
2.618 |
553-5 |
|
4.250 |
548-6 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
563-3 |
580-2 |
| PP |
563-1 |
574-5 |
| S1 |
563-0 |
569-1 |
|