ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
27.63 |
28.24 |
0.61 |
2.2% |
27.05 |
High |
28.55 |
28.95 |
0.40 |
1.4% |
27.49 |
Low |
27.30 |
27.91 |
0.61 |
2.2% |
26.55 |
Close |
28.41 |
28.00 |
-0.41 |
-1.4% |
26.95 |
Range |
1.25 |
1.04 |
-0.21 |
-16.8% |
0.94 |
ATR |
0.95 |
0.96 |
0.01 |
0.6% |
0.00 |
Volume |
58,071 |
48,751 |
-9,320 |
-16.0% |
59,387 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.41 |
30.74 |
28.57 |
|
R3 |
30.37 |
29.70 |
28.29 |
|
R2 |
29.33 |
29.33 |
28.19 |
|
R1 |
28.66 |
28.66 |
28.10 |
28.48 |
PP |
28.29 |
28.29 |
28.29 |
28.19 |
S1 |
27.62 |
27.62 |
27.90 |
27.44 |
S2 |
27.25 |
27.25 |
27.81 |
|
S3 |
26.21 |
26.58 |
27.71 |
|
S4 |
25.17 |
25.54 |
27.43 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.82 |
29.32 |
27.47 |
|
R3 |
28.88 |
28.38 |
27.21 |
|
R2 |
27.94 |
27.94 |
27.12 |
|
R1 |
27.44 |
27.44 |
27.04 |
27.22 |
PP |
27.00 |
27.00 |
27.00 |
26.89 |
S1 |
26.50 |
26.50 |
26.86 |
26.28 |
S2 |
26.06 |
26.06 |
26.78 |
|
S3 |
25.12 |
25.56 |
26.69 |
|
S4 |
24.18 |
24.62 |
26.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28.95 |
26.56 |
2.39 |
8.5% |
1.08 |
3.9% |
60% |
True |
False |
36,900 |
10 |
28.95 |
25.10 |
3.85 |
13.8% |
0.98 |
3.5% |
75% |
True |
False |
33,697 |
20 |
28.95 |
22.09 |
6.86 |
24.5% |
1.01 |
3.6% |
86% |
True |
False |
47,475 |
40 |
28.95 |
21.78 |
7.17 |
25.6% |
0.83 |
3.0% |
87% |
True |
False |
46,708 |
60 |
28.95 |
21.18 |
7.77 |
27.8% |
0.86 |
3.1% |
88% |
True |
False |
47,871 |
80 |
28.95 |
21.18 |
7.77 |
27.8% |
0.88 |
3.2% |
88% |
True |
False |
50,595 |
100 |
28.95 |
21.18 |
7.77 |
27.8% |
0.92 |
3.3% |
88% |
True |
False |
49,685 |
120 |
28.95 |
18.52 |
10.43 |
37.3% |
0.85 |
3.1% |
91% |
True |
False |
46,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.37 |
2.618 |
31.67 |
1.618 |
30.63 |
1.000 |
29.99 |
0.618 |
29.59 |
HIGH |
28.95 |
0.618 |
28.55 |
0.500 |
28.43 |
0.382 |
28.31 |
LOW |
27.91 |
0.618 |
27.27 |
1.000 |
26.87 |
1.618 |
26.23 |
2.618 |
25.19 |
4.250 |
23.49 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
28.43 |
28.13 |
PP |
28.29 |
28.08 |
S1 |
28.14 |
28.04 |
|