ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 04-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
19.80 |
20.29 |
0.49 |
2.5% |
19.48 |
High |
20.44 |
20.67 |
0.23 |
1.1% |
20.00 |
Low |
19.80 |
20.19 |
0.39 |
2.0% |
19.25 |
Close |
20.29 |
20.60 |
0.31 |
1.5% |
19.78 |
Range |
0.64 |
0.48 |
-0.16 |
-25.0% |
0.75 |
ATR |
0.41 |
0.41 |
0.01 |
1.3% |
0.00 |
Volume |
22,876 |
36,719 |
13,843 |
60.5% |
112,115 |
|
Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.93 |
21.74 |
20.86 |
|
R3 |
21.45 |
21.26 |
20.73 |
|
R2 |
20.97 |
20.97 |
20.69 |
|
R1 |
20.78 |
20.78 |
20.64 |
20.88 |
PP |
20.49 |
20.49 |
20.49 |
20.53 |
S1 |
20.30 |
20.30 |
20.56 |
20.40 |
S2 |
20.01 |
20.01 |
20.51 |
|
S3 |
19.53 |
19.82 |
20.47 |
|
S4 |
19.05 |
19.34 |
20.34 |
|
|
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 |
22.71 |
2.618 |
21.93 |
1.618 |
21.45 |
1.000 |
21.15 |
0.618 |
20.97 |
HIGH |
20.67 |
0.618 |
20.49 |
0.500 |
20.43 |
0.382 |
20.37 |
LOW |
20.19 |
0.618 |
19.89 |
1.000 |
19.71 |
1.618 |
19.41 |
2.618 |
18.93 |
4.250 |
18.15 |
|
|
Fisher Pivots for day following 04-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
20.54 |
20.45 |
PP |
20.49 |
20.30 |
S1 |
20.43 |
20.15 |
|