ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
26.04 |
25.64 |
-0.40 |
-1.5% |
24.07 |
High |
26.40 |
26.65 |
0.25 |
0.9% |
26.94 |
Low |
25.46 |
25.10 |
-0.36 |
-1.4% |
24.00 |
Close |
25.62 |
26.50 |
0.88 |
3.4% |
26.34 |
Range |
0.94 |
1.55 |
0.61 |
64.9% |
2.94 |
ATR |
0.91 |
0.95 |
0.05 |
5.0% |
0.00 |
Volume |
51,419 |
37,776 |
-13,643 |
-26.5% |
387,522 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.73 |
30.17 |
27.35 |
|
R3 |
29.18 |
28.62 |
26.93 |
|
R2 |
27.63 |
27.63 |
26.78 |
|
R1 |
27.07 |
27.07 |
26.64 |
27.35 |
PP |
26.08 |
26.08 |
26.08 |
26.23 |
S1 |
25.52 |
25.52 |
26.36 |
25.80 |
S2 |
24.53 |
24.53 |
26.22 |
|
S3 |
22.98 |
23.97 |
26.07 |
|
S4 |
21.43 |
22.42 |
25.65 |
|
|
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 |
24.88 |
2.06 |
7.8% |
1.25 |
4.7% |
79% |
False |
False |
61,504 |
10 |
26.94 |
22.09 |
4.85 |
18.3% |
1.16 |
4.4% |
91% |
False |
False |
63,006 |
20 |
26.94 |
21.94 |
5.00 |
18.9% |
0.89 |
3.4% |
91% |
False |
False |
53,124 |
40 |
26.94 |
21.78 |
5.16 |
19.5% |
0.82 |
3.1% |
91% |
False |
False |
49,366 |
60 |
26.94 |
21.18 |
5.76 |
21.7% |
0.87 |
3.3% |
92% |
False |
False |
50,836 |
80 |
26.94 |
21.18 |
5.76 |
21.7% |
0.91 |
3.4% |
92% |
False |
False |
52,416 |
100 |
26.94 |
19.52 |
7.42 |
28.0% |
0.91 |
3.4% |
94% |
False |
False |
50,213 |
120 |
26.94 |
17.93 |
9.01 |
34.0% |
0.82 |
3.1% |
95% |
False |
False |
45,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.24 |
2.618 |
30.71 |
1.618 |
29.16 |
1.000 |
28.20 |
0.618 |
27.61 |
HIGH |
26.65 |
0.618 |
26.06 |
0.500 |
25.88 |
0.382 |
25.69 |
LOW |
25.10 |
0.618 |
24.14 |
1.000 |
23.55 |
1.618 |
22.59 |
2.618 |
21.04 |
4.250 |
18.51 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
26.29 |
26.34 |
PP |
26.08 |
26.18 |
S1 |
25.88 |
26.02 |
|