ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
18.64 |
19.04 |
0.40 |
2.1% |
18.64 |
High |
19.09 |
19.21 |
0.12 |
0.6% |
19.15 |
Low |
18.64 |
18.90 |
0.26 |
1.4% |
18.43 |
Close |
19.04 |
19.08 |
0.04 |
0.2% |
18.56 |
Range |
0.45 |
0.31 |
-0.14 |
-31.1% |
0.72 |
ATR |
0.44 |
0.43 |
-0.01 |
-2.2% |
0.00 |
Volume |
8,500 |
12,640 |
4,140 |
48.7% |
102,010 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19.99 |
19.85 |
19.25 |
|
R3 |
19.68 |
19.54 |
19.17 |
|
R2 |
19.37 |
19.37 |
19.14 |
|
R1 |
19.23 |
19.23 |
19.11 |
19.30 |
PP |
19.06 |
19.06 |
19.06 |
19.10 |
S1 |
18.92 |
18.92 |
19.05 |
18.99 |
S2 |
18.75 |
18.75 |
19.02 |
|
S3 |
18.44 |
18.61 |
18.99 |
|
S4 |
18.13 |
18.30 |
18.91 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.87 |
20.44 |
18.96 |
|
R3 |
20.15 |
19.72 |
18.76 |
|
R2 |
19.43 |
19.43 |
18.69 |
|
R1 |
19.00 |
19.00 |
18.63 |
18.86 |
PP |
18.71 |
18.71 |
18.71 |
18.64 |
S1 |
18.28 |
18.28 |
18.49 |
18.14 |
S2 |
17.99 |
17.99 |
18.43 |
|
S3 |
17.27 |
17.56 |
18.36 |
|
S4 |
16.55 |
16.84 |
18.16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.53 |
2.618 |
20.02 |
1.618 |
19.71 |
1.000 |
19.52 |
0.618 |
19.40 |
HIGH |
19.21 |
0.618 |
19.09 |
0.500 |
19.06 |
0.382 |
19.02 |
LOW |
18.90 |
0.618 |
18.71 |
1.000 |
18.59 |
1.618 |
18.40 |
2.618 |
18.09 |
4.250 |
17.58 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
19.07 |
19.01 |
PP |
19.06 |
18.94 |
S1 |
19.06 |
18.87 |
|