ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
23.02 |
24.18 |
1.16 |
5.0% |
22.03 |
| High |
24.15 |
24.61 |
0.46 |
1.9% |
24.78 |
| Low |
22.92 |
23.14 |
0.22 |
1.0% |
21.92 |
| Close |
24.08 |
23.43 |
-0.65 |
-2.7% |
23.50 |
| Range |
1.23 |
1.47 |
0.24 |
19.5% |
2.86 |
| ATR |
0.76 |
0.81 |
0.05 |
6.6% |
0.00 |
| Volume |
53,451 |
53,451 |
0 |
0.0% |
309,777 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.14 |
27.25 |
24.24 |
|
| R3 |
26.67 |
25.78 |
23.83 |
|
| R2 |
25.20 |
25.20 |
23.70 |
|
| R1 |
24.31 |
24.31 |
23.56 |
24.02 |
| PP |
23.73 |
23.73 |
23.73 |
23.58 |
| S1 |
22.84 |
22.84 |
23.30 |
22.55 |
| S2 |
22.26 |
22.26 |
23.16 |
|
| S3 |
20.79 |
21.37 |
23.03 |
|
| S4 |
19.32 |
19.90 |
22.62 |
|
|
| 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 |
30.86 |
|
2.618 |
28.46 |
|
1.618 |
26.99 |
|
1.000 |
26.08 |
|
0.618 |
25.52 |
|
HIGH |
24.61 |
|
0.618 |
24.05 |
|
0.500 |
23.88 |
|
0.382 |
23.70 |
|
LOW |
23.14 |
|
0.618 |
22.23 |
|
1.000 |
21.67 |
|
1.618 |
20.76 |
|
2.618 |
19.29 |
|
4.250 |
16.89 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.88 |
23.77 |
| PP |
23.73 |
23.65 |
| S1 |
23.58 |
23.54 |
|