ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
20.71 |
21.17 |
0.46 |
2.2% |
19.80 |
| High |
21.19 |
22.06 |
0.87 |
4.1% |
22.06 |
| Low |
20.57 |
21.17 |
0.60 |
2.9% |
19.80 |
| Close |
21.07 |
22.03 |
0.96 |
4.6% |
22.03 |
| Range |
0.62 |
0.89 |
0.27 |
43.5% |
2.26 |
| ATR |
0.43 |
0.47 |
0.04 |
9.5% |
0.00 |
| Volume |
28,116 |
51,011 |
22,895 |
81.4% |
170,857 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.42 |
24.12 |
22.52 |
|
| R3 |
23.53 |
23.23 |
22.27 |
|
| R2 |
22.64 |
22.64 |
22.19 |
|
| R1 |
22.34 |
22.34 |
22.11 |
22.49 |
| PP |
21.75 |
21.75 |
21.75 |
21.83 |
| S1 |
21.45 |
21.45 |
21.95 |
21.60 |
| S2 |
20.86 |
20.86 |
21.87 |
|
| S3 |
19.97 |
20.56 |
21.79 |
|
| S4 |
19.08 |
19.67 |
21.54 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.08 |
27.31 |
23.27 |
|
| R3 |
25.82 |
25.05 |
22.65 |
|
| R2 |
23.56 |
23.56 |
22.44 |
|
| R1 |
22.79 |
22.79 |
22.24 |
23.18 |
| PP |
21.30 |
21.30 |
21.30 |
21.49 |
| S1 |
20.53 |
20.53 |
21.82 |
20.92 |
| S2 |
19.04 |
19.04 |
21.62 |
|
| S3 |
16.78 |
18.27 |
21.41 |
|
| S4 |
14.52 |
16.01 |
20.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.84 |
|
2.618 |
24.39 |
|
1.618 |
23.50 |
|
1.000 |
22.95 |
|
0.618 |
22.61 |
|
HIGH |
22.06 |
|
0.618 |
21.72 |
|
0.500 |
21.62 |
|
0.382 |
21.51 |
|
LOW |
21.17 |
|
0.618 |
20.62 |
|
1.000 |
20.28 |
|
1.618 |
19.73 |
|
2.618 |
18.84 |
|
4.250 |
17.39 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
21.89 |
21.77 |
| PP |
21.75 |
21.50 |
| S1 |
21.62 |
21.24 |
|