ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 08-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
18.30 |
18.08 |
-0.22 |
-1.2% |
18.33 |
High |
18.72 |
18.47 |
-0.25 |
-1.3% |
18.96 |
Low |
18.06 |
17.93 |
-0.13 |
-0.7% |
18.26 |
Close |
18.16 |
18.41 |
0.25 |
1.4% |
18.57 |
Range |
0.66 |
0.54 |
-0.12 |
-18.2% |
0.70 |
ATR |
0.46 |
0.47 |
0.01 |
1.2% |
0.00 |
Volume |
13,092 |
39,866 |
26,774 |
204.5% |
85,517 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19.89 |
19.69 |
18.71 |
|
R3 |
19.35 |
19.15 |
18.56 |
|
R2 |
18.81 |
18.81 |
18.51 |
|
R1 |
18.61 |
18.61 |
18.46 |
18.71 |
PP |
18.27 |
18.27 |
18.27 |
18.32 |
S1 |
18.07 |
18.07 |
18.36 |
18.17 |
S2 |
17.73 |
17.73 |
18.31 |
|
S3 |
17.19 |
17.53 |
18.26 |
|
S4 |
16.65 |
16.99 |
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 |
20.77 |
2.618 |
19.88 |
1.618 |
19.34 |
1.000 |
19.01 |
0.618 |
18.80 |
HIGH |
18.47 |
0.618 |
18.26 |
0.500 |
18.20 |
0.382 |
18.14 |
LOW |
17.93 |
0.618 |
17.60 |
1.000 |
17.39 |
1.618 |
17.06 |
2.618 |
16.52 |
4.250 |
15.64 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
18.34 |
18.38 |
PP |
18.27 |
18.35 |
S1 |
18.20 |
18.33 |
|