ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
24.76 |
22.31 |
-2.45 |
-9.9% |
24.90 |
High |
25.07 |
22.90 |
-2.17 |
-8.7% |
26.25 |
Low |
22.30 |
22.15 |
-0.15 |
-0.7% |
22.30 |
Close |
23.03 |
22.53 |
-0.50 |
-2.2% |
23.03 |
Range |
2.77 |
0.75 |
-2.02 |
-72.9% |
3.95 |
ATR |
1.01 |
1.00 |
-0.01 |
-0.9% |
0.00 |
Volume |
45,997 |
94,785 |
48,788 |
106.1% |
240,224 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.78 |
24.40 |
22.94 |
|
R3 |
24.03 |
23.65 |
22.74 |
|
R2 |
23.28 |
23.28 |
22.67 |
|
R1 |
22.90 |
22.90 |
22.60 |
23.09 |
PP |
22.53 |
22.53 |
22.53 |
22.62 |
S1 |
22.15 |
22.15 |
22.46 |
22.34 |
S2 |
21.78 |
21.78 |
22.39 |
|
S3 |
21.03 |
21.40 |
22.32 |
|
S4 |
20.28 |
20.65 |
22.12 |
|
|
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 |
22.15 |
4.10 |
18.2% |
1.34 |
5.9% |
9% |
False |
True |
54,961 |
10 |
26.25 |
22.15 |
4.10 |
18.2% |
1.05 |
4.7% |
9% |
False |
True |
43,697 |
20 |
26.25 |
22.15 |
4.10 |
18.2% |
1.08 |
4.8% |
9% |
False |
True |
46,616 |
40 |
26.25 |
18.52 |
7.73 |
34.3% |
0.78 |
3.5% |
52% |
False |
False |
36,331 |
60 |
26.25 |
16.61 |
9.64 |
42.8% |
0.68 |
3.0% |
61% |
False |
False |
30,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26.09 |
2.618 |
24.86 |
1.618 |
24.11 |
1.000 |
23.65 |
0.618 |
23.36 |
HIGH |
22.90 |
0.618 |
22.61 |
0.500 |
22.53 |
0.382 |
22.44 |
LOW |
22.15 |
0.618 |
21.69 |
1.000 |
21.40 |
1.618 |
20.94 |
2.618 |
20.19 |
4.250 |
18.96 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
22.53 |
23.66 |
PP |
22.53 |
23.28 |
S1 |
22.53 |
22.91 |
|