ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
19.24 |
19.30 |
0.06 |
0.3% |
18.64 |
High |
19.48 |
19.50 |
0.02 |
0.1% |
19.50 |
Low |
19.23 |
19.25 |
0.02 |
0.1% |
18.64 |
Close |
19.34 |
19.48 |
0.14 |
0.7% |
19.48 |
Range |
0.25 |
0.25 |
0.00 |
0.0% |
0.86 |
ATR |
0.41 |
0.40 |
-0.01 |
-2.8% |
0.00 |
Volume |
15,378 |
36,451 |
21,073 |
137.0% |
85,609 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.16 |
20.07 |
19.62 |
|
R3 |
19.91 |
19.82 |
19.55 |
|
R2 |
19.66 |
19.66 |
19.53 |
|
R1 |
19.57 |
19.57 |
19.50 |
19.62 |
PP |
19.41 |
19.41 |
19.41 |
19.43 |
S1 |
19.32 |
19.32 |
19.46 |
19.37 |
S2 |
19.16 |
19.16 |
19.43 |
|
S3 |
18.91 |
19.07 |
19.41 |
|
S4 |
18.66 |
18.82 |
19.34 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.79 |
21.49 |
19.95 |
|
R3 |
20.93 |
20.63 |
19.72 |
|
R2 |
20.07 |
20.07 |
19.64 |
|
R1 |
19.77 |
19.77 |
19.56 |
19.92 |
PP |
19.21 |
19.21 |
19.21 |
19.28 |
S1 |
18.91 |
18.91 |
19.40 |
19.06 |
S2 |
18.35 |
18.35 |
19.32 |
|
S3 |
17.49 |
18.05 |
19.24 |
|
S4 |
16.63 |
17.19 |
19.01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.56 |
2.618 |
20.15 |
1.618 |
19.90 |
1.000 |
19.75 |
0.618 |
19.65 |
HIGH |
19.50 |
0.618 |
19.40 |
0.500 |
19.38 |
0.382 |
19.35 |
LOW |
19.25 |
0.618 |
19.10 |
1.000 |
19.00 |
1.618 |
18.85 |
2.618 |
18.60 |
4.250 |
18.19 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
19.45 |
19.39 |
PP |
19.41 |
19.30 |
S1 |
19.38 |
19.21 |
|