ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
19.05 |
19.24 |
0.19 |
1.0% |
18.64 |
High |
19.24 |
19.48 |
0.24 |
1.2% |
19.15 |
Low |
18.92 |
19.23 |
0.31 |
1.6% |
18.43 |
Close |
19.25 |
19.34 |
0.09 |
0.5% |
18.56 |
Range |
0.32 |
0.25 |
-0.07 |
-21.9% |
0.72 |
ATR |
0.43 |
0.41 |
-0.01 |
-3.0% |
0.00 |
Volume |
12,640 |
15,378 |
2,738 |
21.7% |
102,010 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.10 |
19.97 |
19.48 |
|
R3 |
19.85 |
19.72 |
19.41 |
|
R2 |
19.60 |
19.60 |
19.39 |
|
R1 |
19.47 |
19.47 |
19.36 |
19.54 |
PP |
19.35 |
19.35 |
19.35 |
19.38 |
S1 |
19.22 |
19.22 |
19.32 |
19.29 |
S2 |
19.10 |
19.10 |
19.29 |
|
S3 |
18.85 |
18.97 |
19.27 |
|
S4 |
18.60 |
18.72 |
19.20 |
|
|
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 |
20.54 |
2.618 |
20.13 |
1.618 |
19.88 |
1.000 |
19.73 |
0.618 |
19.63 |
HIGH |
19.48 |
0.618 |
19.38 |
0.500 |
19.36 |
0.382 |
19.33 |
LOW |
19.23 |
0.618 |
19.08 |
1.000 |
18.98 |
1.618 |
18.83 |
2.618 |
18.58 |
4.250 |
18.17 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
19.36 |
19.29 |
PP |
19.35 |
19.24 |
S1 |
19.35 |
19.19 |
|