ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
23.20 |
23.37 |
0.17 |
0.7% |
22.85 |
High |
23.60 |
23.74 |
0.14 |
0.6% |
24.38 |
Low |
22.93 |
23.27 |
0.34 |
1.5% |
22.45 |
Close |
23.22 |
23.61 |
0.39 |
1.7% |
23.24 |
Range |
0.67 |
0.47 |
-0.20 |
-29.9% |
1.93 |
ATR |
0.99 |
0.95 |
-0.03 |
-3.4% |
0.00 |
Volume |
48,495 |
41,800 |
-6,695 |
-13.8% |
347,678 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.95 |
24.75 |
23.87 |
|
R3 |
24.48 |
24.28 |
23.74 |
|
R2 |
24.01 |
24.01 |
23.70 |
|
R1 |
23.81 |
23.81 |
23.65 |
23.91 |
PP |
23.54 |
23.54 |
23.54 |
23.59 |
S1 |
23.34 |
23.34 |
23.57 |
23.44 |
S2 |
23.07 |
23.07 |
23.52 |
|
S3 |
22.60 |
22.87 |
23.48 |
|
S4 |
22.13 |
22.40 |
23.35 |
|
|
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 |
22.93 |
1.45 |
6.1% |
0.71 |
3.0% |
47% |
False |
False |
57,421 |
10 |
24.38 |
22.15 |
2.23 |
9.4% |
0.92 |
3.9% |
65% |
False |
False |
64,587 |
20 |
26.25 |
22.15 |
4.10 |
17.4% |
0.98 |
4.2% |
36% |
False |
False |
51,153 |
40 |
26.25 |
19.25 |
7.00 |
29.6% |
0.92 |
3.9% |
62% |
False |
False |
45,840 |
60 |
26.25 |
17.93 |
8.32 |
35.2% |
0.75 |
3.2% |
68% |
False |
False |
37,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25.74 |
2.618 |
24.97 |
1.618 |
24.50 |
1.000 |
24.21 |
0.618 |
24.03 |
HIGH |
23.74 |
0.618 |
23.56 |
0.500 |
23.51 |
0.382 |
23.45 |
LOW |
23.27 |
0.618 |
22.98 |
1.000 |
22.80 |
1.618 |
22.51 |
2.618 |
22.04 |
4.250 |
21.27 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
23.58 |
23.54 |
PP |
23.54 |
23.46 |
S1 |
23.51 |
23.39 |
|