ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
22.03 |
23.18 |
1.15 |
5.2% |
19.80 |
| High |
23.78 |
23.64 |
-0.14 |
-0.6% |
22.06 |
| Low |
21.92 |
22.67 |
0.75 |
3.4% |
19.80 |
| Close |
23.31 |
23.36 |
0.05 |
0.2% |
22.03 |
| Range |
1.86 |
0.97 |
-0.89 |
-47.8% |
2.26 |
| ATR |
0.57 |
0.59 |
0.03 |
5.1% |
0.00 |
| Volume |
67,216 |
69,081 |
1,865 |
2.8% |
170,857 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.13 |
25.72 |
23.89 |
|
| R3 |
25.16 |
24.75 |
23.63 |
|
| R2 |
24.19 |
24.19 |
23.54 |
|
| R1 |
23.78 |
23.78 |
23.45 |
23.99 |
| PP |
23.22 |
23.22 |
23.22 |
23.33 |
| S1 |
22.81 |
22.81 |
23.27 |
23.02 |
| S2 |
22.25 |
22.25 |
23.18 |
|
| S3 |
21.28 |
21.84 |
23.09 |
|
| S4 |
20.31 |
20.87 |
22.83 |
|
|
| 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 |
27.76 |
|
2.618 |
26.18 |
|
1.618 |
25.21 |
|
1.000 |
24.61 |
|
0.618 |
24.24 |
|
HIGH |
23.64 |
|
0.618 |
23.27 |
|
0.500 |
23.16 |
|
0.382 |
23.04 |
|
LOW |
22.67 |
|
0.618 |
22.07 |
|
1.000 |
21.70 |
|
1.618 |
21.10 |
|
2.618 |
20.13 |
|
4.250 |
18.55 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.29 |
23.07 |
| PP |
23.22 |
22.77 |
| S1 |
23.16 |
22.48 |
|