ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
28.24 |
27.93 |
-0.31 |
-1.1% |
27.00 |
High |
28.95 |
28.35 |
-0.60 |
-2.1% |
28.95 |
Low |
27.91 |
27.31 |
-0.60 |
-2.1% |
27.00 |
Close |
28.00 |
27.53 |
-0.47 |
-1.7% |
27.53 |
Range |
1.04 |
1.04 |
0.00 |
0.0% |
1.95 |
ATR |
0.96 |
0.97 |
0.01 |
0.6% |
0.00 |
Volume |
48,751 |
50,819 |
2,068 |
4.2% |
211,749 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.85 |
30.23 |
28.10 |
|
R3 |
29.81 |
29.19 |
27.82 |
|
R2 |
28.77 |
28.77 |
27.72 |
|
R1 |
28.15 |
28.15 |
27.63 |
27.94 |
PP |
27.73 |
27.73 |
27.73 |
27.63 |
S1 |
27.11 |
27.11 |
27.43 |
26.90 |
S2 |
26.69 |
26.69 |
27.34 |
|
S3 |
25.65 |
26.07 |
27.24 |
|
S4 |
24.61 |
25.03 |
26.96 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.68 |
32.55 |
28.60 |
|
R3 |
31.73 |
30.60 |
28.07 |
|
R2 |
29.78 |
29.78 |
27.89 |
|
R1 |
28.65 |
28.65 |
27.71 |
29.22 |
PP |
27.83 |
27.83 |
27.83 |
28.11 |
S1 |
26.70 |
26.70 |
27.35 |
27.27 |
S2 |
25.88 |
25.88 |
27.17 |
|
S3 |
23.93 |
24.75 |
26.99 |
|
S4 |
21.98 |
22.80 |
26.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28.95 |
27.00 |
1.95 |
7.1% |
1.14 |
4.2% |
27% |
False |
False |
42,349 |
10 |
28.95 |
26.11 |
2.84 |
10.3% |
0.93 |
3.4% |
50% |
False |
False |
35,001 |
20 |
28.95 |
22.09 |
6.86 |
24.9% |
1.05 |
3.8% |
79% |
False |
False |
49,003 |
40 |
28.95 |
21.78 |
7.17 |
26.0% |
0.84 |
3.0% |
80% |
False |
False |
46,471 |
60 |
28.95 |
21.24 |
7.71 |
28.0% |
0.85 |
3.1% |
82% |
False |
False |
47,142 |
80 |
28.95 |
21.18 |
7.77 |
28.2% |
0.88 |
3.2% |
82% |
False |
False |
50,537 |
100 |
28.95 |
21.18 |
7.77 |
28.2% |
0.92 |
3.3% |
82% |
False |
False |
49,736 |
120 |
28.95 |
18.52 |
10.43 |
37.9% |
0.86 |
3.1% |
86% |
False |
False |
46,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32.77 |
2.618 |
31.07 |
1.618 |
30.03 |
1.000 |
29.39 |
0.618 |
28.99 |
HIGH |
28.35 |
0.618 |
27.95 |
0.500 |
27.83 |
0.382 |
27.71 |
LOW |
27.31 |
0.618 |
26.67 |
1.000 |
26.27 |
1.618 |
25.63 |
2.618 |
24.59 |
4.250 |
22.89 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
27.83 |
28.13 |
PP |
27.73 |
27.93 |
S1 |
27.63 |
27.73 |
|