ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
18.55 |
18.33 |
-0.22 |
-1.2% |
16.98 |
| High |
18.65 |
18.85 |
0.20 |
1.1% |
18.68 |
| Low |
18.20 |
18.26 |
0.06 |
0.3% |
16.78 |
| Close |
18.25 |
18.80 |
0.55 |
3.0% |
18.25 |
| Range |
0.45 |
0.59 |
0.14 |
31.1% |
1.90 |
| ATR |
0.43 |
0.44 |
0.01 |
2.9% |
0.00 |
| Volume |
24,363 |
24,363 |
0 |
0.0% |
103,062 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.41 |
20.19 |
19.12 |
|
| R3 |
19.82 |
19.60 |
18.96 |
|
| R2 |
19.23 |
19.23 |
18.91 |
|
| R1 |
19.01 |
19.01 |
18.85 |
19.12 |
| PP |
18.64 |
18.64 |
18.64 |
18.69 |
| S1 |
18.42 |
18.42 |
18.75 |
18.53 |
| S2 |
18.05 |
18.05 |
18.69 |
|
| S3 |
17.46 |
17.83 |
18.64 |
|
| S4 |
16.87 |
17.24 |
18.48 |
|
|
| 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 |
21.36 |
|
2.618 |
20.39 |
|
1.618 |
19.80 |
|
1.000 |
19.44 |
|
0.618 |
19.21 |
|
HIGH |
18.85 |
|
0.618 |
18.62 |
|
0.500 |
18.56 |
|
0.382 |
18.49 |
|
LOW |
18.26 |
|
0.618 |
17.90 |
|
1.000 |
17.67 |
|
1.618 |
17.31 |
|
2.618 |
16.72 |
|
4.250 |
15.75 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
18.72 |
18.66 |
| PP |
18.64 |
18.52 |
| S1 |
18.56 |
18.38 |
|