ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
25.96 |
26.73 |
0.77 |
3.0% |
24.07 |
High |
26.80 |
26.94 |
0.14 |
0.5% |
26.94 |
Low |
25.46 |
25.78 |
0.32 |
1.3% |
24.00 |
Close |
26.43 |
26.34 |
-0.09 |
-0.3% |
26.34 |
Range |
1.34 |
1.16 |
-0.18 |
-13.4% |
2.94 |
ATR |
0.89 |
0.91 |
0.02 |
2.2% |
0.00 |
Volume |
65,446 |
69,142 |
3,696 |
5.6% |
387,522 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.83 |
29.25 |
26.98 |
|
R3 |
28.67 |
28.09 |
26.66 |
|
R2 |
27.51 |
27.51 |
26.55 |
|
R1 |
26.93 |
26.93 |
26.45 |
26.64 |
PP |
26.35 |
26.35 |
26.35 |
26.21 |
S1 |
25.77 |
25.77 |
26.23 |
25.48 |
S2 |
25.19 |
25.19 |
26.13 |
|
S3 |
24.03 |
24.61 |
26.02 |
|
S4 |
22.87 |
23.45 |
25.70 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34.58 |
33.40 |
27.96 |
|
R3 |
31.64 |
30.46 |
27.15 |
|
R2 |
28.70 |
28.70 |
26.88 |
|
R1 |
27.52 |
27.52 |
26.61 |
28.11 |
PP |
25.76 |
25.76 |
25.76 |
26.06 |
S1 |
24.58 |
24.58 |
26.07 |
25.17 |
S2 |
22.82 |
22.82 |
25.80 |
|
S3 |
19.88 |
21.64 |
25.53 |
|
S4 |
16.94 |
18.70 |
24.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26.94 |
24.00 |
2.94 |
11.2% |
1.26 |
4.8% |
80% |
True |
False |
77,504 |
10 |
26.94 |
22.09 |
4.85 |
18.4% |
0.99 |
3.7% |
88% |
True |
False |
61,014 |
20 |
26.94 |
21.94 |
5.00 |
19.0% |
0.85 |
3.2% |
88% |
True |
False |
53,021 |
40 |
26.94 |
21.78 |
5.16 |
19.6% |
0.80 |
3.0% |
88% |
True |
False |
49,314 |
60 |
26.94 |
21.18 |
5.76 |
21.9% |
0.85 |
3.2% |
90% |
True |
False |
51,870 |
80 |
26.94 |
21.18 |
5.76 |
21.9% |
0.89 |
3.4% |
90% |
True |
False |
51,923 |
100 |
26.94 |
19.25 |
7.69 |
29.2% |
0.89 |
3.4% |
92% |
True |
False |
49,832 |
120 |
26.94 |
17.93 |
9.01 |
34.2% |
0.81 |
3.1% |
93% |
True |
False |
44,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31.87 |
2.618 |
29.98 |
1.618 |
28.82 |
1.000 |
28.10 |
0.618 |
27.66 |
HIGH |
26.94 |
0.618 |
26.50 |
0.500 |
26.36 |
0.382 |
26.22 |
LOW |
25.78 |
0.618 |
25.06 |
1.000 |
24.62 |
1.618 |
23.90 |
2.618 |
22.74 |
4.250 |
20.85 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
26.36 |
26.20 |
PP |
26.35 |
26.05 |
S1 |
26.35 |
25.91 |
|