ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
25.09 |
24.76 |
-0.33 |
-1.3% |
24.90 |
High |
25.16 |
25.07 |
-0.09 |
-0.4% |
26.25 |
Low |
24.23 |
22.30 |
-1.93 |
-8.0% |
22.30 |
Close |
24.58 |
23.03 |
-1.55 |
-6.3% |
23.03 |
Range |
0.93 |
2.77 |
1.84 |
197.8% |
3.95 |
ATR |
0.88 |
1.01 |
0.14 |
15.4% |
0.00 |
Volume |
40,243 |
45,997 |
5,754 |
14.3% |
240,224 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.78 |
30.17 |
24.55 |
|
R3 |
29.01 |
27.40 |
23.79 |
|
R2 |
26.24 |
26.24 |
23.54 |
|
R1 |
24.63 |
24.63 |
23.28 |
24.05 |
PP |
23.47 |
23.47 |
23.47 |
23.18 |
S1 |
21.86 |
21.86 |
22.78 |
21.28 |
S2 |
20.70 |
20.70 |
22.52 |
|
S3 |
17.93 |
19.09 |
22.27 |
|
S4 |
15.16 |
16.32 |
21.51 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35.71 |
33.32 |
25.20 |
|
R3 |
31.76 |
29.37 |
24.12 |
|
R2 |
27.81 |
27.81 |
23.75 |
|
R1 |
25.42 |
25.42 |
23.39 |
24.64 |
PP |
23.86 |
23.86 |
23.86 |
23.47 |
S1 |
21.47 |
21.47 |
22.67 |
20.69 |
S2 |
19.91 |
19.91 |
22.31 |
|
S3 |
15.96 |
17.52 |
21.94 |
|
S4 |
12.01 |
13.57 |
20.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26.25 |
22.30 |
3.95 |
17.2% |
1.42 |
6.2% |
18% |
False |
True |
48,044 |
10 |
26.25 |
22.30 |
3.95 |
17.2% |
1.05 |
4.6% |
18% |
False |
True |
37,718 |
20 |
26.25 |
21.92 |
4.33 |
18.8% |
1.13 |
4.9% |
26% |
False |
False |
45,238 |
40 |
26.25 |
18.43 |
7.82 |
34.0% |
0.77 |
3.4% |
59% |
False |
False |
34,384 |
60 |
26.25 |
16.61 |
9.64 |
41.9% |
0.67 |
2.9% |
67% |
False |
False |
29,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36.84 |
2.618 |
32.32 |
1.618 |
29.55 |
1.000 |
27.84 |
0.618 |
26.78 |
HIGH |
25.07 |
0.618 |
24.01 |
0.500 |
23.69 |
0.382 |
23.36 |
LOW |
22.30 |
0.618 |
20.59 |
1.000 |
19.53 |
1.618 |
17.82 |
2.618 |
15.05 |
4.250 |
10.53 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
23.69 |
24.02 |
PP |
23.47 |
23.69 |
S1 |
23.25 |
23.36 |
|