ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 06-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
18.66 |
18.44 |
-0.22 |
-1.2% |
18.33 |
High |
18.75 |
18.46 |
-0.29 |
-1.5% |
18.96 |
Low |
18.38 |
18.00 |
-0.38 |
-2.1% |
18.26 |
Close |
18.57 |
18.36 |
-0.21 |
-1.1% |
18.57 |
Range |
0.37 |
0.46 |
0.09 |
24.3% |
0.70 |
ATR |
0.44 |
0.45 |
0.01 |
2.2% |
0.00 |
Volume |
14,436 |
10,831 |
-3,605 |
-25.0% |
85,517 |
|
Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19.65 |
19.47 |
18.61 |
|
R3 |
19.19 |
19.01 |
18.49 |
|
R2 |
18.73 |
18.73 |
18.44 |
|
R1 |
18.55 |
18.55 |
18.40 |
18.41 |
PP |
18.27 |
18.27 |
18.27 |
18.21 |
S1 |
18.09 |
18.09 |
18.32 |
17.95 |
S2 |
17.81 |
17.81 |
18.28 |
|
S3 |
17.35 |
17.63 |
18.23 |
|
S4 |
16.89 |
17.17 |
18.11 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.70 |
20.33 |
18.96 |
|
R3 |
20.00 |
19.63 |
18.76 |
|
R2 |
19.30 |
19.30 |
18.70 |
|
R1 |
18.93 |
18.93 |
18.63 |
19.12 |
PP |
18.60 |
18.60 |
18.60 |
18.69 |
S1 |
18.23 |
18.23 |
18.51 |
18.42 |
S2 |
17.90 |
17.90 |
18.44 |
|
S3 |
17.20 |
17.53 |
18.38 |
|
S4 |
16.50 |
16.83 |
18.19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.42 |
2.618 |
19.66 |
1.618 |
19.20 |
1.000 |
18.92 |
0.618 |
18.74 |
HIGH |
18.46 |
0.618 |
18.28 |
0.500 |
18.23 |
0.382 |
18.18 |
LOW |
18.00 |
0.618 |
17.72 |
1.000 |
17.54 |
1.618 |
17.26 |
2.618 |
16.80 |
4.250 |
16.05 |
|
|
Fisher Pivots for day following 06-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
18.32 |
18.46 |
PP |
18.27 |
18.42 |
S1 |
18.23 |
18.39 |
|