ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
23.37 |
24.00 |
0.63 |
2.7% |
22.31 |
High |
24.31 |
24.38 |
0.07 |
0.3% |
23.98 |
Low |
23.28 |
23.62 |
0.34 |
1.5% |
22.15 |
Close |
24.00 |
23.93 |
-0.07 |
-0.3% |
22.86 |
Range |
1.03 |
0.76 |
-0.27 |
-26.2% |
1.83 |
ATR |
1.05 |
1.03 |
-0.02 |
-2.0% |
0.00 |
Volume |
56,790 |
65,384 |
8,594 |
15.1% |
207,905 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26.26 |
25.85 |
24.35 |
|
R3 |
25.50 |
25.09 |
24.14 |
|
R2 |
24.74 |
24.74 |
24.07 |
|
R1 |
24.33 |
24.33 |
24.00 |
24.16 |
PP |
23.98 |
23.98 |
23.98 |
23.89 |
S1 |
23.57 |
23.57 |
23.86 |
23.40 |
S2 |
23.22 |
23.22 |
23.79 |
|
S3 |
22.46 |
22.81 |
23.72 |
|
S4 |
21.70 |
22.05 |
23.51 |
|
|
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 |
24.38 |
22.45 |
1.93 |
8.1% |
1.13 |
4.7% |
77% |
True |
False |
65,703 |
10 |
25.74 |
22.15 |
3.59 |
15.0% |
1.21 |
5.1% |
50% |
False |
False |
62,032 |
20 |
26.25 |
22.15 |
4.10 |
17.1% |
1.10 |
4.6% |
43% |
False |
False |
50,523 |
40 |
26.25 |
18.92 |
7.33 |
30.6% |
0.89 |
3.7% |
68% |
False |
False |
43,328 |
60 |
26.25 |
17.10 |
9.15 |
38.2% |
0.75 |
3.2% |
75% |
False |
False |
35,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27.61 |
2.618 |
26.37 |
1.618 |
25.61 |
1.000 |
25.14 |
0.618 |
24.85 |
HIGH |
24.38 |
0.618 |
24.09 |
0.500 |
24.00 |
0.382 |
23.91 |
LOW |
23.62 |
0.618 |
23.15 |
1.000 |
22.86 |
1.618 |
22.39 |
2.618 |
21.63 |
4.250 |
20.39 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
24.00 |
23.83 |
PP |
23.98 |
23.74 |
S1 |
23.95 |
23.64 |
|