CME Pit-Traded Wheat Future December 2009
| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
586-6 |
593-2 |
6-4 |
1.1% |
569-0 |
| High |
592-4 |
593-2 |
0-6 |
0.1% |
593-2 |
| Low |
584-6 |
593-2 |
8-4 |
1.5% |
565-6 |
| Close |
590-6 |
593-2 |
2-4 |
0.4% |
593-2 |
| Range |
7-6 |
0-0 |
-7-6 |
-100.0% |
27-4 |
| ATR |
11-7 |
11-2 |
-0-5 |
-5.6% |
0-0 |
| Volume |
6,362 |
6,782 |
420 |
6.6% |
30,154 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593-2 |
593-2 |
593-2 |
|
| R3 |
593-2 |
593-2 |
593-2 |
|
| R2 |
593-2 |
593-2 |
593-2 |
|
| R1 |
593-2 |
593-2 |
593-2 |
593-2 |
| PP |
593-2 |
593-2 |
593-2 |
593-2 |
| S1 |
593-2 |
593-2 |
593-2 |
593-2 |
| S2 |
593-2 |
593-2 |
593-2 |
|
| S3 |
593-2 |
593-2 |
593-2 |
|
| S4 |
593-2 |
593-2 |
593-2 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-5 |
657-3 |
608-3 |
|
| R3 |
639-1 |
629-7 |
600-6 |
|
| R2 |
611-5 |
611-5 |
598-2 |
|
| R1 |
602-3 |
602-3 |
595-6 |
607-0 |
| PP |
584-1 |
584-1 |
584-1 |
586-3 |
| S1 |
574-7 |
574-7 |
590-6 |
579-4 |
| S2 |
556-5 |
556-5 |
588-2 |
|
| S3 |
529-1 |
547-3 |
585-6 |
|
| S4 |
501-5 |
519-7 |
578-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
593-2 |
|
2.618 |
593-2 |
|
1.618 |
593-2 |
|
1.000 |
593-2 |
|
0.618 |
593-2 |
|
HIGH |
593-2 |
|
0.618 |
593-2 |
|
0.500 |
593-2 |
|
0.382 |
593-2 |
|
LOW |
593-2 |
|
0.618 |
593-2 |
|
1.000 |
593-2 |
|
1.618 |
593-2 |
|
2.618 |
593-2 |
|
4.250 |
593-2 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
593-2 |
590-3 |
| PP |
593-2 |
587-5 |
| S1 |
593-2 |
584-6 |
|