ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
23.57 |
23.34 |
-0.23 |
-1.0% |
22.03 |
| High |
23.73 |
23.55 |
-0.18 |
-0.8% |
24.78 |
| Low |
22.95 |
22.75 |
-0.20 |
-0.9% |
21.92 |
| Close |
23.50 |
23.36 |
-0.14 |
-0.6% |
23.50 |
| Range |
0.78 |
0.80 |
0.02 |
2.6% |
2.86 |
| ATR |
0.72 |
0.73 |
0.01 |
0.8% |
0.00 |
| Volume |
72,684 |
34,901 |
-37,783 |
-52.0% |
309,777 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.62 |
25.29 |
23.80 |
|
| R3 |
24.82 |
24.49 |
23.58 |
|
| R2 |
24.02 |
24.02 |
23.51 |
|
| R1 |
23.69 |
23.69 |
23.43 |
23.86 |
| PP |
23.22 |
23.22 |
23.22 |
23.30 |
| S1 |
22.89 |
22.89 |
23.29 |
23.06 |
| S2 |
22.42 |
22.42 |
23.21 |
|
| S3 |
21.62 |
22.09 |
23.14 |
|
| S4 |
20.82 |
21.29 |
22.92 |
|
|
| 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 |
26.95 |
|
2.618 |
25.64 |
|
1.618 |
24.84 |
|
1.000 |
24.35 |
|
0.618 |
24.04 |
|
HIGH |
23.55 |
|
0.618 |
23.24 |
|
0.500 |
23.15 |
|
0.382 |
23.06 |
|
LOW |
22.75 |
|
0.618 |
22.26 |
|
1.000 |
21.95 |
|
1.618 |
21.46 |
|
2.618 |
20.66 |
|
4.250 |
19.35 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.29 |
23.77 |
| PP |
23.22 |
23.63 |
| S1 |
23.15 |
23.50 |
|