ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
24.22 |
23.57 |
-0.65 |
-2.7% |
22.03 |
High |
24.78 |
23.73 |
-1.05 |
-4.2% |
24.78 |
Low |
23.57 |
22.95 |
-0.62 |
-2.6% |
21.92 |
Close |
23.71 |
23.50 |
-0.21 |
-0.9% |
23.50 |
Range |
1.21 |
0.78 |
-0.43 |
-35.5% |
2.86 |
ATR |
0.72 |
0.72 |
0.00 |
0.6% |
0.00 |
Volume |
55,100 |
72,684 |
17,584 |
31.9% |
309,777 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25.73 |
25.40 |
23.93 |
|
R3 |
24.95 |
24.62 |
23.71 |
|
R2 |
24.17 |
24.17 |
23.64 |
|
R1 |
23.84 |
23.84 |
23.57 |
23.62 |
PP |
23.39 |
23.39 |
23.39 |
23.28 |
S1 |
23.06 |
23.06 |
23.43 |
22.84 |
S2 |
22.61 |
22.61 |
23.36 |
|
S3 |
21.83 |
22.28 |
23.29 |
|
S4 |
21.05 |
21.50 |
23.07 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.98 |
30.60 |
25.07 |
|
R3 |
29.12 |
27.74 |
24.29 |
|
R2 |
26.26 |
26.26 |
24.02 |
|
R1 |
24.88 |
24.88 |
23.76 |
25.57 |
PP |
23.40 |
23.40 |
23.40 |
23.75 |
S1 |
22.02 |
22.02 |
23.24 |
22.71 |
S2 |
20.54 |
20.54 |
22.98 |
|
S3 |
17.68 |
19.16 |
22.71 |
|
S4 |
14.82 |
16.30 |
21.93 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27.05 |
2.618 |
25.77 |
1.618 |
24.99 |
1.000 |
24.51 |
0.618 |
24.21 |
HIGH |
23.73 |
0.618 |
23.43 |
0.500 |
23.34 |
0.382 |
23.25 |
LOW |
22.95 |
0.618 |
22.47 |
1.000 |
22.17 |
1.618 |
21.69 |
2.618 |
20.91 |
4.250 |
19.64 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
23.45 |
23.84 |
PP |
23.39 |
23.73 |
S1 |
23.34 |
23.61 |
|