ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
16.99 |
16.87 |
-0.12 |
-0.7% |
17.35 |
| High |
17.13 |
17.07 |
-0.06 |
-0.4% |
17.35 |
| Low |
16.81 |
16.87 |
0.06 |
0.4% |
16.61 |
| Close |
16.84 |
17.04 |
0.20 |
1.2% |
17.04 |
| Range |
0.32 |
0.20 |
-0.12 |
-37.5% |
0.74 |
| ATR |
0.36 |
0.35 |
-0.01 |
-2.6% |
0.00 |
| Volume |
14,075 |
5,510 |
-8,565 |
-60.9% |
64,131 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17.59 |
17.52 |
17.15 |
|
| R3 |
17.39 |
17.32 |
17.10 |
|
| R2 |
17.19 |
17.19 |
17.08 |
|
| R1 |
17.12 |
17.12 |
17.06 |
17.16 |
| PP |
16.99 |
16.99 |
16.99 |
17.01 |
| S1 |
16.92 |
16.92 |
17.02 |
16.96 |
| S2 |
16.79 |
16.79 |
17.00 |
|
| S3 |
16.59 |
16.72 |
16.99 |
|
| S4 |
16.39 |
16.52 |
16.93 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.22 |
18.87 |
17.45 |
|
| R3 |
18.48 |
18.13 |
17.24 |
|
| R2 |
17.74 |
17.74 |
17.18 |
|
| R1 |
17.39 |
17.39 |
17.11 |
17.20 |
| PP |
17.00 |
17.00 |
17.00 |
16.90 |
| S1 |
16.65 |
16.65 |
16.97 |
16.46 |
| S2 |
16.26 |
16.26 |
16.90 |
|
| S3 |
15.52 |
15.91 |
16.84 |
|
| S4 |
14.78 |
15.17 |
16.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17.92 |
|
2.618 |
17.59 |
|
1.618 |
17.39 |
|
1.000 |
17.27 |
|
0.618 |
17.19 |
|
HIGH |
17.07 |
|
0.618 |
16.99 |
|
0.500 |
16.97 |
|
0.382 |
16.95 |
|
LOW |
16.87 |
|
0.618 |
16.75 |
|
1.000 |
16.67 |
|
1.618 |
16.55 |
|
2.618 |
16.35 |
|
4.250 |
16.02 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.02 |
16.98 |
| PP |
16.99 |
16.93 |
| S1 |
16.97 |
16.87 |
|