ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
23.55 |
22.85 |
-0.70 |
-3.0% |
22.31 |
High |
23.98 |
23.84 |
-0.14 |
-0.6% |
23.98 |
Low |
22.45 |
22.45 |
0.00 |
0.0% |
22.15 |
Close |
22.86 |
23.69 |
0.83 |
3.6% |
22.86 |
Range |
1.53 |
1.39 |
-0.14 |
-9.2% |
1.83 |
ATR |
1.04 |
1.06 |
0.03 |
2.4% |
0.00 |
Volume |
55,481 |
80,219 |
24,738 |
44.6% |
207,905 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.50 |
26.98 |
24.45 |
|
R3 |
26.11 |
25.59 |
24.07 |
|
R2 |
24.72 |
24.72 |
23.94 |
|
R1 |
24.20 |
24.20 |
23.82 |
24.46 |
PP |
23.33 |
23.33 |
23.33 |
23.46 |
S1 |
22.81 |
22.81 |
23.56 |
23.07 |
S2 |
21.94 |
21.94 |
23.44 |
|
S3 |
20.55 |
21.42 |
23.31 |
|
S4 |
19.16 |
20.03 |
22.93 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.49 |
27.50 |
23.87 |
|
R3 |
26.66 |
25.67 |
23.36 |
|
R2 |
24.83 |
24.83 |
23.20 |
|
R1 |
23.84 |
23.84 |
23.03 |
24.34 |
PP |
23.00 |
23.00 |
23.00 |
23.24 |
S1 |
22.01 |
22.01 |
22.69 |
22.51 |
S2 |
21.17 |
21.17 |
22.52 |
|
S3 |
19.34 |
20.18 |
22.36 |
|
S4 |
17.51 |
18.35 |
21.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25.07 |
22.15 |
2.92 |
12.3% |
1.49 |
6.3% |
53% |
False |
False |
66,824 |
10 |
26.25 |
22.15 |
4.10 |
17.3% |
1.28 |
5.4% |
38% |
False |
False |
55,558 |
20 |
26.25 |
22.15 |
4.10 |
17.3% |
1.08 |
4.5% |
38% |
False |
False |
47,790 |
40 |
26.25 |
18.52 |
7.73 |
32.6% |
0.85 |
3.6% |
67% |
False |
False |
39,462 |
60 |
26.25 |
16.78 |
9.47 |
40.0% |
0.73 |
3.1% |
73% |
False |
False |
33,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29.75 |
2.618 |
27.48 |
1.618 |
26.09 |
1.000 |
25.23 |
0.618 |
24.70 |
HIGH |
23.84 |
0.618 |
23.31 |
0.500 |
23.15 |
0.382 |
22.98 |
LOW |
22.45 |
0.618 |
21.59 |
1.000 |
21.06 |
1.618 |
20.20 |
2.618 |
18.81 |
4.250 |
16.54 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
23.51 |
23.53 |
PP |
23.33 |
23.37 |
S1 |
23.15 |
23.22 |
|