ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
24.90 |
25.88 |
0.98 |
3.9% |
23.30 |
High |
25.90 |
26.25 |
0.35 |
1.4% |
25.04 |
Low |
24.74 |
25.02 |
0.28 |
1.1% |
23.03 |
Close |
25.82 |
25.59 |
-0.23 |
-0.9% |
24.95 |
Range |
1.16 |
1.23 |
0.07 |
6.0% |
2.01 |
ATR |
0.83 |
0.86 |
0.03 |
3.4% |
0.00 |
Volume |
60,203 |
40,639 |
-19,564 |
-32.5% |
136,962 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.31 |
28.68 |
26.27 |
|
R3 |
28.08 |
27.45 |
25.93 |
|
R2 |
26.85 |
26.85 |
25.82 |
|
R1 |
26.22 |
26.22 |
25.70 |
25.92 |
PP |
25.62 |
25.62 |
25.62 |
25.47 |
S1 |
24.99 |
24.99 |
25.48 |
24.69 |
S2 |
24.39 |
24.39 |
25.36 |
|
S3 |
23.16 |
23.76 |
25.25 |
|
S4 |
21.93 |
22.53 |
24.91 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.37 |
29.67 |
26.06 |
|
R3 |
28.36 |
27.66 |
25.50 |
|
R2 |
26.35 |
26.35 |
25.32 |
|
R1 |
25.65 |
25.65 |
25.13 |
26.00 |
PP |
24.34 |
24.34 |
24.34 |
24.52 |
S1 |
23.64 |
23.64 |
24.77 |
23.99 |
S2 |
22.33 |
22.33 |
24.58 |
|
S3 |
20.32 |
21.63 |
24.40 |
|
S4 |
18.31 |
19.62 |
23.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26.25 |
23.16 |
3.09 |
12.1% |
0.88 |
3.5% |
79% |
True |
False |
35,474 |
10 |
26.25 |
22.70 |
3.55 |
13.9% |
0.98 |
3.8% |
81% |
True |
False |
39,014 |
20 |
26.25 |
20.41 |
5.84 |
22.8% |
0.99 |
3.9% |
89% |
True |
False |
43,832 |
40 |
26.25 |
17.93 |
8.32 |
32.5% |
0.69 |
2.7% |
92% |
True |
False |
33,024 |
60 |
26.25 |
16.61 |
9.64 |
37.7% |
0.61 |
2.4% |
93% |
True |
False |
27,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31.48 |
2.618 |
29.47 |
1.618 |
28.24 |
1.000 |
27.48 |
0.618 |
27.01 |
HIGH |
26.25 |
0.618 |
25.78 |
0.500 |
25.64 |
0.382 |
25.49 |
LOW |
25.02 |
0.618 |
24.26 |
1.000 |
23.79 |
1.618 |
23.03 |
2.618 |
21.80 |
4.250 |
19.79 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
25.64 |
25.43 |
PP |
25.62 |
25.28 |
S1 |
25.61 |
25.12 |
|