ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 03-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
19.92 |
19.80 |
-0.12 |
-0.6% |
19.48 |
High |
19.95 |
20.44 |
0.49 |
2.5% |
20.00 |
Low |
19.63 |
19.80 |
0.17 |
0.9% |
19.25 |
Close |
19.78 |
20.29 |
0.51 |
2.6% |
19.78 |
Range |
0.32 |
0.64 |
0.32 |
100.0% |
0.75 |
ATR |
0.39 |
0.41 |
0.02 |
5.0% |
0.00 |
Volume |
33,331 |
22,876 |
-10,455 |
-31.4% |
112,115 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.10 |
21.83 |
20.64 |
|
R3 |
21.46 |
21.19 |
20.47 |
|
R2 |
20.82 |
20.82 |
20.41 |
|
R1 |
20.55 |
20.55 |
20.35 |
20.69 |
PP |
20.18 |
20.18 |
20.18 |
20.24 |
S1 |
19.91 |
19.91 |
20.23 |
20.05 |
S2 |
19.54 |
19.54 |
20.17 |
|
S3 |
18.90 |
19.27 |
20.11 |
|
S4 |
18.26 |
18.63 |
19.94 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.93 |
21.60 |
20.19 |
|
R3 |
21.18 |
20.85 |
19.99 |
|
R2 |
20.43 |
20.43 |
19.92 |
|
R1 |
20.10 |
20.10 |
19.85 |
20.27 |
PP |
19.68 |
19.68 |
19.68 |
19.76 |
S1 |
19.35 |
19.35 |
19.71 |
19.52 |
S2 |
18.93 |
18.93 |
19.64 |
|
S3 |
18.18 |
18.60 |
19.57 |
|
S4 |
17.43 |
17.85 |
19.37 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.16 |
2.618 |
22.12 |
1.618 |
21.48 |
1.000 |
21.08 |
0.618 |
20.84 |
HIGH |
20.44 |
0.618 |
20.20 |
0.500 |
20.12 |
0.382 |
20.04 |
LOW |
19.80 |
0.618 |
19.40 |
1.000 |
19.16 |
1.618 |
18.76 |
2.618 |
18.12 |
4.250 |
17.08 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
20.23 |
20.19 |
PP |
20.18 |
20.08 |
S1 |
20.12 |
19.98 |
|