ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
16.87 |
16.98 |
0.11 |
0.7% |
17.35 |
| High |
17.07 |
17.24 |
0.17 |
1.0% |
17.35 |
| Low |
16.87 |
16.78 |
-0.09 |
-0.5% |
16.61 |
| Close |
17.04 |
17.20 |
0.16 |
0.9% |
17.04 |
| Range |
0.20 |
0.46 |
0.26 |
130.0% |
0.74 |
| ATR |
0.35 |
0.36 |
0.01 |
2.3% |
0.00 |
| Volume |
5,510 |
5,510 |
0 |
0.0% |
64,131 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18.45 |
18.29 |
17.45 |
|
| R3 |
17.99 |
17.83 |
17.33 |
|
| R2 |
17.53 |
17.53 |
17.28 |
|
| R1 |
17.37 |
17.37 |
17.24 |
17.45 |
| PP |
17.07 |
17.07 |
17.07 |
17.12 |
| S1 |
16.91 |
16.91 |
17.16 |
16.99 |
| S2 |
16.61 |
16.61 |
17.12 |
|
| S3 |
16.15 |
16.45 |
17.07 |
|
| S4 |
15.69 |
15.99 |
16.95 |
|
|
| 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 |
19.20 |
|
2.618 |
18.44 |
|
1.618 |
17.98 |
|
1.000 |
17.70 |
|
0.618 |
17.52 |
|
HIGH |
17.24 |
|
0.618 |
17.06 |
|
0.500 |
17.01 |
|
0.382 |
16.96 |
|
LOW |
16.78 |
|
0.618 |
16.50 |
|
1.000 |
16.32 |
|
1.618 |
16.04 |
|
2.618 |
15.58 |
|
4.250 |
14.83 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.14 |
17.14 |
| PP |
17.07 |
17.07 |
| S1 |
17.01 |
17.01 |
|