ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 29-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
23.15 |
24.28 |
1.13 |
4.9% |
23.20 |
High |
24.20 |
25.15 |
0.95 |
3.9% |
23.89 |
Low |
23.15 |
24.28 |
1.13 |
4.9% |
22.52 |
Close |
24.10 |
24.94 |
0.84 |
3.5% |
23.17 |
Range |
1.05 |
0.87 |
-0.18 |
-17.1% |
1.37 |
ATR |
0.95 |
0.96 |
0.01 |
0.8% |
0.00 |
Volume |
47,224 |
60,591 |
13,367 |
28.3% |
295,125 |
|
Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.40 |
27.04 |
25.42 |
|
R3 |
26.53 |
26.17 |
25.18 |
|
R2 |
25.66 |
25.66 |
25.10 |
|
R1 |
25.30 |
25.30 |
25.02 |
25.48 |
PP |
24.79 |
24.79 |
24.79 |
24.88 |
S1 |
24.43 |
24.43 |
24.86 |
24.61 |
S2 |
23.92 |
23.92 |
24.78 |
|
S3 |
23.05 |
23.56 |
24.70 |
|
S4 |
22.18 |
22.69 |
24.46 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.30 |
26.61 |
23.92 |
|
R3 |
25.93 |
25.24 |
23.55 |
|
R2 |
24.56 |
24.56 |
23.42 |
|
R1 |
23.87 |
23.87 |
23.30 |
23.53 |
PP |
23.19 |
23.19 |
23.19 |
23.03 |
S1 |
22.50 |
22.50 |
23.04 |
22.16 |
S2 |
21.82 |
21.82 |
22.92 |
|
S3 |
20.45 |
21.13 |
22.79 |
|
S4 |
19.08 |
19.76 |
22.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25.15 |
22.52 |
2.63 |
10.5% |
0.93 |
3.7% |
92% |
True |
False |
62,529 |
10 |
25.15 |
22.52 |
2.63 |
10.5% |
0.82 |
3.3% |
92% |
True |
False |
59,975 |
20 |
26.25 |
22.15 |
4.10 |
16.4% |
1.05 |
4.2% |
68% |
False |
False |
59,937 |
40 |
26.25 |
19.80 |
6.45 |
25.9% |
0.99 |
4.0% |
80% |
False |
False |
50,853 |
60 |
26.25 |
17.93 |
8.32 |
33.4% |
0.79 |
3.2% |
84% |
False |
False |
40,713 |
80 |
26.25 |
16.61 |
9.64 |
38.7% |
0.70 |
2.8% |
86% |
False |
False |
34,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28.85 |
2.618 |
27.43 |
1.618 |
26.56 |
1.000 |
26.02 |
0.618 |
25.69 |
HIGH |
25.15 |
0.618 |
24.82 |
0.500 |
24.72 |
0.382 |
24.61 |
LOW |
24.28 |
0.618 |
23.74 |
1.000 |
23.41 |
1.618 |
22.87 |
2.618 |
22.00 |
4.250 |
20.58 |
|
|
Fisher Pivots for day following 29-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
24.87 |
24.62 |
PP |
24.79 |
24.29 |
S1 |
24.72 |
23.97 |
|