ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
25.60 |
25.09 |
-0.51 |
-2.0% |
23.30 |
High |
25.74 |
25.16 |
-0.58 |
-2.3% |
25.04 |
Low |
24.73 |
24.23 |
-0.50 |
-2.0% |
23.03 |
Close |
25.01 |
24.58 |
-0.43 |
-1.7% |
24.95 |
Range |
1.01 |
0.93 |
-0.08 |
-7.9% |
2.01 |
ATR |
0.87 |
0.88 |
0.00 |
0.5% |
0.00 |
Volume |
53,142 |
40,243 |
-12,899 |
-24.3% |
136,962 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.45 |
26.94 |
25.09 |
|
R3 |
26.52 |
26.01 |
24.84 |
|
R2 |
25.59 |
25.59 |
24.75 |
|
R1 |
25.08 |
25.08 |
24.67 |
24.87 |
PP |
24.66 |
24.66 |
24.66 |
24.55 |
S1 |
24.15 |
24.15 |
24.49 |
23.94 |
S2 |
23.73 |
23.73 |
24.41 |
|
S3 |
22.80 |
23.22 |
24.32 |
|
S4 |
21.87 |
22.29 |
24.07 |
|
|
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 |
23.99 |
2.26 |
9.2% |
1.08 |
4.4% |
26% |
False |
False |
44,293 |
10 |
26.25 |
22.70 |
3.55 |
14.4% |
0.91 |
3.7% |
53% |
False |
False |
37,662 |
20 |
26.25 |
21.17 |
5.08 |
20.7% |
1.04 |
4.2% |
67% |
False |
False |
45,489 |
40 |
26.25 |
18.17 |
8.08 |
32.9% |
0.72 |
2.9% |
79% |
False |
False |
33,656 |
60 |
26.25 |
16.61 |
9.64 |
39.2% |
0.63 |
2.6% |
83% |
False |
False |
28,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29.11 |
2.618 |
27.59 |
1.618 |
26.66 |
1.000 |
26.09 |
0.618 |
25.73 |
HIGH |
25.16 |
0.618 |
24.80 |
0.500 |
24.70 |
0.382 |
24.59 |
LOW |
24.23 |
0.618 |
23.66 |
1.000 |
23.30 |
1.618 |
22.73 |
2.618 |
21.80 |
4.250 |
20.28 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
24.70 |
25.24 |
PP |
24.66 |
25.02 |
S1 |
24.62 |
24.80 |
|