ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
24.00 |
23.79 |
-0.21 |
-0.9% |
22.85 |
High |
24.38 |
23.84 |
-0.54 |
-2.2% |
24.38 |
Low |
23.62 |
23.20 |
-0.42 |
-1.8% |
22.45 |
Close |
23.93 |
23.24 |
-0.69 |
-2.9% |
23.24 |
Range |
0.76 |
0.64 |
-0.12 |
-15.8% |
1.93 |
ATR |
1.03 |
1.01 |
-0.02 |
-2.1% |
0.00 |
Volume |
65,384 |
74,640 |
9,256 |
14.2% |
347,678 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25.35 |
24.93 |
23.59 |
|
R3 |
24.71 |
24.29 |
23.42 |
|
R2 |
24.07 |
24.07 |
23.36 |
|
R1 |
23.65 |
23.65 |
23.30 |
23.54 |
PP |
23.43 |
23.43 |
23.43 |
23.37 |
S1 |
23.01 |
23.01 |
23.18 |
22.90 |
S2 |
22.79 |
22.79 |
23.12 |
|
S3 |
22.15 |
22.37 |
23.06 |
|
S4 |
21.51 |
21.73 |
22.89 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.15 |
28.12 |
24.30 |
|
R3 |
27.22 |
26.19 |
23.77 |
|
R2 |
25.29 |
25.29 |
23.59 |
|
R1 |
24.26 |
24.26 |
23.42 |
24.78 |
PP |
23.36 |
23.36 |
23.36 |
23.61 |
S1 |
22.33 |
22.33 |
23.06 |
22.85 |
S2 |
21.43 |
21.43 |
22.89 |
|
S3 |
19.50 |
20.40 |
22.71 |
|
S4 |
17.57 |
18.47 |
22.18 |
|
|
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 |
8.3% |
0.95 |
4.1% |
41% |
False |
False |
69,535 |
10 |
25.16 |
22.15 |
3.01 |
13.0% |
1.17 |
5.1% |
36% |
False |
False |
64,182 |
20 |
26.25 |
22.15 |
4.10 |
17.6% |
1.07 |
4.6% |
27% |
False |
False |
51,582 |
40 |
26.25 |
19.23 |
7.02 |
30.2% |
0.90 |
3.9% |
57% |
False |
False |
44,878 |
60 |
26.25 |
17.80 |
8.45 |
36.4% |
0.75 |
3.2% |
64% |
False |
False |
36,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26.56 |
2.618 |
25.52 |
1.618 |
24.88 |
1.000 |
24.48 |
0.618 |
24.24 |
HIGH |
23.84 |
0.618 |
23.60 |
0.500 |
23.52 |
0.382 |
23.44 |
LOW |
23.20 |
0.618 |
22.80 |
1.000 |
22.56 |
1.618 |
22.16 |
2.618 |
21.52 |
4.250 |
20.48 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
23.52 |
23.79 |
PP |
23.43 |
23.61 |
S1 |
23.33 |
23.42 |
|