ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
23.18 |
23.20 |
0.02 |
0.1% |
19.80 |
| High |
23.64 |
24.67 |
1.03 |
4.4% |
22.06 |
| Low |
22.67 |
22.90 |
0.23 |
1.0% |
19.80 |
| Close |
23.36 |
24.32 |
0.96 |
4.1% |
22.03 |
| Range |
0.97 |
1.77 |
0.80 |
82.5% |
2.26 |
| ATR |
0.59 |
0.68 |
0.08 |
14.1% |
0.00 |
| Volume |
69,081 |
45,696 |
-23,385 |
-33.9% |
170,857 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.27 |
28.57 |
25.29 |
|
| R3 |
27.50 |
26.80 |
24.81 |
|
| R2 |
25.73 |
25.73 |
24.64 |
|
| R1 |
25.03 |
25.03 |
24.48 |
25.38 |
| PP |
23.96 |
23.96 |
23.96 |
24.14 |
| S1 |
23.26 |
23.26 |
24.16 |
23.61 |
| S2 |
22.19 |
22.19 |
24.00 |
|
| S3 |
20.42 |
21.49 |
23.83 |
|
| S4 |
18.65 |
19.72 |
23.35 |
|
|
| 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 |
32.19 |
|
2.618 |
29.30 |
|
1.618 |
27.53 |
|
1.000 |
26.44 |
|
0.618 |
25.76 |
|
HIGH |
24.67 |
|
0.618 |
23.99 |
|
0.500 |
23.79 |
|
0.382 |
23.58 |
|
LOW |
22.90 |
|
0.618 |
21.81 |
|
1.000 |
21.13 |
|
1.618 |
20.04 |
|
2.618 |
18.27 |
|
4.250 |
15.38 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
24.14 |
23.98 |
| PP |
23.96 |
23.64 |
| S1 |
23.79 |
23.30 |
|