ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
20.60 |
20.71 |
0.11 |
0.5% |
19.48 |
| High |
20.80 |
21.19 |
0.39 |
1.9% |
20.00 |
| Low |
20.41 |
20.57 |
0.16 |
0.8% |
19.25 |
| Close |
20.66 |
21.07 |
0.41 |
2.0% |
19.78 |
| Range |
0.39 |
0.62 |
0.23 |
59.0% |
0.75 |
| ATR |
0.41 |
0.43 |
0.01 |
3.6% |
0.00 |
| Volume |
32,135 |
28,116 |
-4,019 |
-12.5% |
112,115 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22.80 |
22.56 |
21.41 |
|
| R3 |
22.18 |
21.94 |
21.24 |
|
| R2 |
21.56 |
21.56 |
21.18 |
|
| R1 |
21.32 |
21.32 |
21.13 |
21.44 |
| PP |
20.94 |
20.94 |
20.94 |
21.01 |
| S1 |
20.70 |
20.70 |
21.01 |
20.82 |
| S2 |
20.32 |
20.32 |
20.96 |
|
| S3 |
19.70 |
20.08 |
20.90 |
|
| S4 |
19.08 |
19.46 |
20.73 |
|
|
| 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 |
23.83 |
|
2.618 |
22.81 |
|
1.618 |
22.19 |
|
1.000 |
21.81 |
|
0.618 |
21.57 |
|
HIGH |
21.19 |
|
0.618 |
20.95 |
|
0.500 |
20.88 |
|
0.382 |
20.81 |
|
LOW |
20.57 |
|
0.618 |
20.19 |
|
1.000 |
19.95 |
|
1.618 |
19.57 |
|
2.618 |
18.95 |
|
4.250 |
17.94 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
21.01 |
20.94 |
| PP |
20.94 |
20.82 |
| S1 |
20.88 |
20.69 |
|