ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
21.17 |
22.03 |
0.86 |
4.1% |
19.80 |
| High |
22.06 |
23.78 |
1.72 |
7.8% |
22.06 |
| Low |
21.17 |
21.92 |
0.75 |
3.5% |
19.80 |
| Close |
22.03 |
23.31 |
1.28 |
5.8% |
22.03 |
| Range |
0.89 |
1.86 |
0.97 |
109.0% |
2.26 |
| ATR |
0.47 |
0.57 |
0.10 |
21.4% |
0.00 |
| Volume |
51,011 |
67,216 |
16,205 |
31.8% |
170,857 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.58 |
27.81 |
24.33 |
|
| R3 |
26.72 |
25.95 |
23.82 |
|
| R2 |
24.86 |
24.86 |
23.65 |
|
| R1 |
24.09 |
24.09 |
23.48 |
24.48 |
| PP |
23.00 |
23.00 |
23.00 |
23.20 |
| S1 |
22.23 |
22.23 |
23.14 |
22.62 |
| S2 |
21.14 |
21.14 |
22.97 |
|
| S3 |
19.28 |
20.37 |
22.80 |
|
| S4 |
17.42 |
18.51 |
22.29 |
|
|
| 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 |
31.69 |
|
2.618 |
28.65 |
|
1.618 |
26.79 |
|
1.000 |
25.64 |
|
0.618 |
24.93 |
|
HIGH |
23.78 |
|
0.618 |
23.07 |
|
0.500 |
22.85 |
|
0.382 |
22.63 |
|
LOW |
21.92 |
|
0.618 |
20.77 |
|
1.000 |
20.06 |
|
1.618 |
18.91 |
|
2.618 |
17.05 |
|
4.250 |
14.02 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.16 |
22.93 |
| PP |
23.00 |
22.55 |
| S1 |
22.85 |
22.18 |
|