ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
18.33 |
18.75 |
0.42 |
2.3% |
16.98 |
| High |
18.85 |
18.96 |
0.11 |
0.6% |
18.68 |
| Low |
18.26 |
18.32 |
0.06 |
0.3% |
16.78 |
| Close |
18.80 |
18.83 |
0.03 |
0.2% |
18.25 |
| Range |
0.59 |
0.64 |
0.05 |
8.5% |
1.90 |
| ATR |
0.44 |
0.45 |
0.01 |
3.2% |
0.00 |
| Volume |
24,363 |
14,523 |
-9,840 |
-40.4% |
103,062 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.62 |
20.37 |
19.18 |
|
| R3 |
19.98 |
19.73 |
19.01 |
|
| R2 |
19.34 |
19.34 |
18.95 |
|
| R1 |
19.09 |
19.09 |
18.89 |
19.22 |
| PP |
18.70 |
18.70 |
18.70 |
18.77 |
| S1 |
18.45 |
18.45 |
18.77 |
18.58 |
| S2 |
18.06 |
18.06 |
18.71 |
|
| S3 |
17.42 |
17.81 |
18.65 |
|
| S4 |
16.78 |
17.17 |
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 |
21.68 |
|
2.618 |
20.64 |
|
1.618 |
20.00 |
|
1.000 |
19.60 |
|
0.618 |
19.36 |
|
HIGH |
18.96 |
|
0.618 |
18.72 |
|
0.500 |
18.64 |
|
0.382 |
18.56 |
|
LOW |
18.32 |
|
0.618 |
17.92 |
|
1.000 |
17.68 |
|
1.618 |
17.28 |
|
2.618 |
16.64 |
|
4.250 |
15.60 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
18.77 |
18.75 |
| PP |
18.70 |
18.66 |
| S1 |
18.64 |
18.58 |
|