ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
22.85 |
23.59 |
0.74 |
3.2% |
22.31 |
High |
23.84 |
23.85 |
0.01 |
0.0% |
23.98 |
Low |
22.45 |
22.90 |
0.45 |
2.0% |
22.15 |
Close |
23.69 |
23.32 |
-0.37 |
-1.6% |
22.86 |
Range |
1.39 |
0.95 |
-0.44 |
-31.7% |
1.83 |
ATR |
1.06 |
1.06 |
-0.01 |
-0.8% |
0.00 |
Volume |
80,219 |
70,645 |
-9,574 |
-11.9% |
207,905 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26.21 |
25.71 |
23.84 |
|
R3 |
25.26 |
24.76 |
23.58 |
|
R2 |
24.31 |
24.31 |
23.49 |
|
R1 |
23.81 |
23.81 |
23.41 |
23.59 |
PP |
23.36 |
23.36 |
23.36 |
23.24 |
S1 |
22.86 |
22.86 |
23.23 |
22.64 |
S2 |
22.41 |
22.41 |
23.15 |
|
S3 |
21.46 |
21.91 |
23.06 |
|
S4 |
20.51 |
20.96 |
22.80 |
|
|
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 |
23.98 |
22.15 |
1.83 |
7.8% |
1.12 |
4.8% |
64% |
False |
False |
71,753 |
10 |
26.25 |
22.15 |
4.10 |
17.6% |
1.27 |
5.5% |
29% |
False |
False |
59,899 |
20 |
26.25 |
22.15 |
4.10 |
17.6% |
1.08 |
4.6% |
29% |
False |
False |
47,688 |
40 |
26.25 |
18.64 |
7.61 |
32.6% |
0.87 |
3.7% |
61% |
False |
False |
40,803 |
60 |
26.25 |
16.78 |
9.47 |
40.6% |
0.74 |
3.2% |
69% |
False |
False |
33,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27.89 |
2.618 |
26.34 |
1.618 |
25.39 |
1.000 |
24.80 |
0.618 |
24.44 |
HIGH |
23.85 |
0.618 |
23.49 |
0.500 |
23.38 |
0.382 |
23.26 |
LOW |
22.90 |
0.618 |
22.31 |
1.000 |
21.95 |
1.618 |
21.36 |
2.618 |
20.41 |
4.250 |
18.86 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
23.38 |
23.29 |
PP |
23.36 |
23.25 |
S1 |
23.34 |
23.22 |
|