ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 16-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
23.59 |
23.37 |
-0.22 |
-0.9% |
22.31 |
High |
23.85 |
24.31 |
0.46 |
1.9% |
23.98 |
Low |
22.90 |
23.28 |
0.38 |
1.7% |
22.15 |
Close |
23.32 |
24.00 |
0.68 |
2.9% |
22.86 |
Range |
0.95 |
1.03 |
0.08 |
8.4% |
1.83 |
ATR |
1.06 |
1.05 |
0.00 |
-0.2% |
0.00 |
Volume |
70,645 |
56,790 |
-13,855 |
-19.6% |
207,905 |
|
Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26.95 |
26.51 |
24.57 |
|
R3 |
25.92 |
25.48 |
24.28 |
|
R2 |
24.89 |
24.89 |
24.19 |
|
R1 |
24.45 |
24.45 |
24.09 |
24.67 |
PP |
23.86 |
23.86 |
23.86 |
23.98 |
S1 |
23.42 |
23.42 |
23.91 |
23.64 |
S2 |
22.83 |
22.83 |
23.81 |
|
S3 |
21.80 |
22.39 |
23.72 |
|
S4 |
20.77 |
21.36 |
23.43 |
|
|
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 |
24.31 |
22.45 |
1.86 |
7.8% |
1.18 |
4.9% |
83% |
True |
False |
64,154 |
10 |
26.25 |
22.15 |
4.10 |
17.1% |
1.26 |
5.2% |
45% |
False |
False |
59,558 |
20 |
26.25 |
22.15 |
4.10 |
17.1% |
1.10 |
4.6% |
45% |
False |
False |
48,782 |
40 |
26.25 |
18.90 |
7.35 |
30.6% |
0.88 |
3.7% |
69% |
False |
False |
42,010 |
60 |
26.25 |
16.78 |
9.47 |
39.5% |
0.75 |
3.1% |
76% |
False |
False |
34,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28.69 |
2.618 |
27.01 |
1.618 |
25.98 |
1.000 |
25.34 |
0.618 |
24.95 |
HIGH |
24.31 |
0.618 |
23.92 |
0.500 |
23.80 |
0.382 |
23.67 |
LOW |
23.28 |
0.618 |
22.64 |
1.000 |
22.25 |
1.618 |
21.61 |
2.618 |
20.58 |
4.250 |
18.90 |
|
|
Fisher Pivots for day following 16-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
23.93 |
23.79 |
PP |
23.86 |
23.59 |
S1 |
23.80 |
23.38 |
|