ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
23.53 |
23.02 |
-0.51 |
-2.2% |
22.03 |
High |
23.64 |
24.15 |
0.51 |
2.2% |
24.78 |
Low |
22.93 |
22.92 |
-0.01 |
0.0% |
21.92 |
Close |
23.21 |
24.08 |
0.87 |
3.7% |
23.50 |
Range |
0.71 |
1.23 |
0.52 |
73.2% |
2.86 |
ATR |
0.73 |
0.76 |
0.04 |
5.0% |
0.00 |
Volume |
30,568 |
53,451 |
22,883 |
74.9% |
309,777 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.41 |
26.97 |
24.76 |
|
R3 |
26.18 |
25.74 |
24.42 |
|
R2 |
24.95 |
24.95 |
24.31 |
|
R1 |
24.51 |
24.51 |
24.19 |
24.73 |
PP |
23.72 |
23.72 |
23.72 |
23.83 |
S1 |
23.28 |
23.28 |
23.97 |
23.50 |
S2 |
22.49 |
22.49 |
23.85 |
|
S3 |
21.26 |
22.05 |
23.74 |
|
S4 |
20.03 |
20.82 |
23.40 |
|
|
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 |
29.38 |
2.618 |
27.37 |
1.618 |
26.14 |
1.000 |
25.38 |
0.618 |
24.91 |
HIGH |
24.15 |
0.618 |
23.68 |
0.500 |
23.54 |
0.382 |
23.39 |
LOW |
22.92 |
0.618 |
22.16 |
1.000 |
21.69 |
1.618 |
20.93 |
2.618 |
19.70 |
4.250 |
17.69 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
23.90 |
23.87 |
PP |
23.72 |
23.66 |
S1 |
23.54 |
23.45 |
|