CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
587-6 |
591-4 |
3-6 |
0.6% |
564-4 |
| High |
587-6 |
591-4 |
3-6 |
0.6% |
587-6 |
| Low |
587-6 |
579-6 |
-8-0 |
-1.4% |
557-6 |
| Close |
583-4 |
580-2 |
-3-2 |
-0.6% |
583-4 |
| Range |
0-0 |
11-6 |
11-6 |
|
30-0 |
| ATR |
12-6 |
12-5 |
-0-1 |
-0.5% |
0-0 |
| Volume |
2,273 |
3,128 |
855 |
37.6% |
15,203 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619-1 |
611-3 |
586-6 |
|
| R3 |
607-3 |
599-5 |
583-4 |
|
| R2 |
595-5 |
595-5 |
582-3 |
|
| R1 |
587-7 |
587-7 |
581-3 |
585-7 |
| PP |
583-7 |
583-7 |
583-7 |
582-6 |
| S1 |
576-1 |
576-1 |
579-1 |
574-1 |
| S2 |
572-1 |
572-1 |
578-1 |
|
| S3 |
560-3 |
564-3 |
577-0 |
|
| S4 |
548-5 |
552-5 |
573-6 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-3 |
654-7 |
600-0 |
|
| R3 |
636-3 |
624-7 |
591-6 |
|
| R2 |
606-3 |
606-3 |
589-0 |
|
| R1 |
594-7 |
594-7 |
586-2 |
600-5 |
| PP |
576-3 |
576-3 |
576-3 |
579-2 |
| S1 |
564-7 |
564-7 |
580-6 |
570-5 |
| S2 |
546-3 |
546-3 |
578-0 |
|
| S3 |
516-3 |
534-7 |
575-2 |
|
| S4 |
486-3 |
504-7 |
567-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
641-4 |
|
2.618 |
622-2 |
|
1.618 |
610-4 |
|
1.000 |
603-2 |
|
0.618 |
598-6 |
|
HIGH |
591-4 |
|
0.618 |
587-0 |
|
0.500 |
585-5 |
|
0.382 |
584-2 |
|
LOW |
579-6 |
|
0.618 |
572-4 |
|
1.000 |
568-0 |
|
1.618 |
560-6 |
|
2.618 |
549-0 |
|
4.250 |
529-6 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
585-5 |
581-6 |
| PP |
583-7 |
581-2 |
| S1 |
582-0 |
580-6 |
|