ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
18.02 |
18.55 |
0.53 |
2.9% |
16.98 |
High |
18.68 |
18.65 |
-0.03 |
-0.2% |
18.68 |
Low |
17.90 |
18.20 |
0.30 |
1.7% |
16.78 |
Close |
18.65 |
18.25 |
-0.40 |
-2.1% |
18.25 |
Range |
0.78 |
0.45 |
-0.33 |
-42.3% |
1.90 |
ATR |
0.43 |
0.43 |
0.00 |
0.4% |
0.00 |
Volume |
23,086 |
24,363 |
1,277 |
5.5% |
103,062 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19.72 |
19.43 |
18.50 |
|
R3 |
19.27 |
18.98 |
18.37 |
|
R2 |
18.82 |
18.82 |
18.33 |
|
R1 |
18.53 |
18.53 |
18.29 |
18.45 |
PP |
18.37 |
18.37 |
18.37 |
18.33 |
S1 |
18.08 |
18.08 |
18.21 |
18.00 |
S2 |
17.92 |
17.92 |
18.17 |
|
S3 |
17.47 |
17.63 |
18.13 |
|
S4 |
17.02 |
17.18 |
18.00 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.60 |
22.83 |
19.30 |
|
R3 |
21.70 |
20.93 |
18.77 |
|
R2 |
19.80 |
19.80 |
18.60 |
|
R1 |
19.03 |
19.03 |
18.42 |
19.42 |
PP |
17.90 |
17.90 |
17.90 |
18.10 |
S1 |
17.13 |
17.13 |
18.08 |
17.52 |
S2 |
16.00 |
16.00 |
17.90 |
|
S3 |
14.10 |
15.23 |
17.73 |
|
S4 |
12.20 |
13.33 |
17.21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.56 |
2.618 |
19.83 |
1.618 |
19.38 |
1.000 |
19.10 |
0.618 |
18.93 |
HIGH |
18.65 |
0.618 |
18.48 |
0.500 |
18.43 |
0.382 |
18.37 |
LOW |
18.20 |
0.618 |
17.92 |
1.000 |
17.75 |
1.618 |
17.47 |
2.618 |
17.02 |
4.250 |
16.29 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
18.43 |
18.25 |
PP |
18.37 |
18.24 |
S1 |
18.31 |
18.24 |
|