ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
22.31 |
22.72 |
0.41 |
1.8% |
24.90 |
High |
22.90 |
23.52 |
0.62 |
2.7% |
26.25 |
Low |
22.15 |
22.53 |
0.38 |
1.7% |
22.30 |
Close |
22.53 |
23.42 |
0.89 |
4.0% |
23.03 |
Range |
0.75 |
0.99 |
0.24 |
32.0% |
3.95 |
ATR |
1.00 |
1.00 |
0.00 |
-0.1% |
0.00 |
Volume |
94,785 |
57,639 |
-37,146 |
-39.2% |
240,224 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26.13 |
25.76 |
23.96 |
|
R3 |
25.14 |
24.77 |
23.69 |
|
R2 |
24.15 |
24.15 |
23.60 |
|
R1 |
23.78 |
23.78 |
23.51 |
23.97 |
PP |
23.16 |
23.16 |
23.16 |
23.25 |
S1 |
22.79 |
22.79 |
23.33 |
22.98 |
S2 |
22.17 |
22.17 |
23.24 |
|
S3 |
21.18 |
21.80 |
23.15 |
|
S4 |
20.19 |
20.81 |
22.88 |
|
|
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 |
25.74 |
22.15 |
3.59 |
15.3% |
1.29 |
5.5% |
35% |
False |
False |
58,361 |
10 |
26.25 |
22.15 |
4.10 |
17.5% |
1.09 |
4.6% |
31% |
False |
False |
46,917 |
20 |
26.25 |
22.15 |
4.10 |
17.5% |
1.08 |
4.6% |
31% |
False |
False |
46,044 |
40 |
26.25 |
18.52 |
7.73 |
33.0% |
0.80 |
3.4% |
63% |
False |
False |
37,206 |
60 |
26.25 |
16.61 |
9.64 |
41.2% |
0.69 |
2.9% |
71% |
False |
False |
31,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27.73 |
2.618 |
26.11 |
1.618 |
25.12 |
1.000 |
24.51 |
0.618 |
24.13 |
HIGH |
23.52 |
0.618 |
23.14 |
0.500 |
23.03 |
0.382 |
22.91 |
LOW |
22.53 |
0.618 |
21.92 |
1.000 |
21.54 |
1.618 |
20.93 |
2.618 |
19.94 |
4.250 |
18.32 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
23.29 |
23.61 |
PP |
23.16 |
23.55 |
S1 |
23.03 |
23.48 |
|