ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
20.29 |
20.60 |
0.31 |
1.5% |
19.48 |
High |
20.67 |
20.80 |
0.13 |
0.6% |
20.00 |
Low |
20.19 |
20.41 |
0.22 |
1.1% |
19.25 |
Close |
20.60 |
20.66 |
0.06 |
0.3% |
19.78 |
Range |
0.48 |
0.39 |
-0.09 |
-18.8% |
0.75 |
ATR |
0.41 |
0.41 |
0.00 |
-0.4% |
0.00 |
Volume |
36,719 |
32,135 |
-4,584 |
-12.5% |
112,115 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.79 |
21.62 |
20.87 |
|
R3 |
21.40 |
21.23 |
20.77 |
|
R2 |
21.01 |
21.01 |
20.73 |
|
R1 |
20.84 |
20.84 |
20.70 |
20.93 |
PP |
20.62 |
20.62 |
20.62 |
20.67 |
S1 |
20.45 |
20.45 |
20.62 |
20.54 |
S2 |
20.23 |
20.23 |
20.59 |
|
S3 |
19.84 |
20.06 |
20.55 |
|
S4 |
19.45 |
19.67 |
20.45 |
|
|
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 |
22.46 |
2.618 |
21.82 |
1.618 |
21.43 |
1.000 |
21.19 |
0.618 |
21.04 |
HIGH |
20.80 |
0.618 |
20.65 |
0.500 |
20.61 |
0.382 |
20.56 |
LOW |
20.41 |
0.618 |
20.17 |
1.000 |
20.02 |
1.618 |
19.78 |
2.618 |
19.39 |
4.250 |
18.75 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
20.64 |
20.54 |
PP |
20.62 |
20.42 |
S1 |
20.61 |
20.30 |
|