ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
24.18 |
23.20 |
-0.98 |
-4.1% |
23.34 |
High |
24.61 |
24.06 |
-0.55 |
-2.2% |
24.61 |
Low |
23.14 |
22.70 |
-0.44 |
-1.9% |
22.70 |
Close |
23.43 |
23.29 |
-0.14 |
-0.6% |
23.29 |
Range |
1.47 |
1.36 |
-0.11 |
-7.5% |
1.91 |
ATR |
0.81 |
0.85 |
0.04 |
4.8% |
0.00 |
Volume |
53,451 |
45,436 |
-8,015 |
-15.0% |
217,807 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.43 |
26.72 |
24.04 |
|
R3 |
26.07 |
25.36 |
23.66 |
|
R2 |
24.71 |
24.71 |
23.54 |
|
R1 |
24.00 |
24.00 |
23.41 |
24.36 |
PP |
23.35 |
23.35 |
23.35 |
23.53 |
S1 |
22.64 |
22.64 |
23.17 |
23.00 |
S2 |
21.99 |
21.99 |
23.04 |
|
S3 |
20.63 |
21.28 |
22.92 |
|
S4 |
19.27 |
19.92 |
22.54 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.26 |
28.19 |
24.34 |
|
R3 |
27.35 |
26.28 |
23.82 |
|
R2 |
25.44 |
25.44 |
23.64 |
|
R1 |
24.37 |
24.37 |
23.47 |
23.95 |
PP |
23.53 |
23.53 |
23.53 |
23.33 |
S1 |
22.46 |
22.46 |
23.11 |
22.04 |
S2 |
21.62 |
21.62 |
22.94 |
|
S3 |
19.71 |
20.55 |
22.76 |
|
S4 |
17.80 |
18.64 |
22.24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29.84 |
2.618 |
27.62 |
1.618 |
26.26 |
1.000 |
25.42 |
0.618 |
24.90 |
HIGH |
24.06 |
0.618 |
23.54 |
0.500 |
23.38 |
0.382 |
23.22 |
LOW |
22.70 |
0.618 |
21.86 |
1.000 |
21.34 |
1.618 |
20.50 |
2.618 |
19.14 |
4.250 |
16.92 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
23.38 |
23.66 |
PP |
23.35 |
23.53 |
S1 |
23.32 |
23.41 |
|