ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
17.50 |
17.35 |
-0.15 |
-0.9% |
17.55 |
High |
17.53 |
17.35 |
-0.18 |
-1.0% |
17.62 |
Low |
17.25 |
16.90 |
-0.35 |
-2.0% |
17.24 |
Close |
17.43 |
16.97 |
-0.46 |
-2.6% |
17.43 |
Range |
0.28 |
0.45 |
0.17 |
60.7% |
0.38 |
ATR |
|
|
|
|
|
Volume |
14,270 |
14,270 |
0 |
0.0% |
74,917 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.42 |
18.15 |
17.22 |
|
R3 |
17.97 |
17.70 |
17.09 |
|
R2 |
17.52 |
17.52 |
17.05 |
|
R1 |
17.25 |
17.25 |
17.01 |
17.16 |
PP |
17.07 |
17.07 |
17.07 |
17.03 |
S1 |
16.80 |
16.80 |
16.93 |
16.71 |
S2 |
16.62 |
16.62 |
16.89 |
|
S3 |
16.17 |
16.35 |
16.85 |
|
S4 |
15.72 |
15.90 |
16.72 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.57 |
18.38 |
17.64 |
|
R3 |
18.19 |
18.00 |
17.53 |
|
R2 |
17.81 |
17.81 |
17.50 |
|
R1 |
17.62 |
17.62 |
17.46 |
17.53 |
PP |
17.43 |
17.43 |
17.43 |
17.38 |
S1 |
17.24 |
17.24 |
17.40 |
17.15 |
S2 |
17.05 |
17.05 |
17.36 |
|
S3 |
16.67 |
16.86 |
17.33 |
|
S4 |
16.29 |
16.48 |
17.22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19.26 |
2.618 |
18.53 |
1.618 |
18.08 |
1.000 |
17.80 |
0.618 |
17.63 |
HIGH |
17.35 |
0.618 |
17.18 |
0.500 |
17.13 |
0.382 |
17.07 |
LOW |
16.90 |
0.618 |
16.62 |
1.000 |
16.45 |
1.618 |
16.17 |
2.618 |
15.72 |
4.250 |
14.99 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
17.13 |
17.22 |
PP |
17.07 |
17.14 |
S1 |
17.02 |
17.05 |
|