ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
27.53 |
26.93 |
-0.60 |
-2.2% |
27.00 |
High |
27.73 |
27.98 |
0.25 |
0.9% |
28.95 |
Low |
26.70 |
26.87 |
0.17 |
0.6% |
27.00 |
Close |
26.75 |
27.36 |
0.61 |
2.3% |
27.53 |
Range |
1.03 |
1.11 |
0.08 |
7.8% |
1.95 |
ATR |
0.97 |
0.99 |
0.02 |
1.9% |
0.00 |
Volume |
46,316 |
57,826 |
11,510 |
24.9% |
211,749 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.73 |
30.16 |
27.97 |
|
R3 |
29.62 |
29.05 |
27.67 |
|
R2 |
28.51 |
28.51 |
27.56 |
|
R1 |
27.94 |
27.94 |
27.46 |
28.23 |
PP |
27.40 |
27.40 |
27.40 |
27.55 |
S1 |
26.83 |
26.83 |
27.26 |
27.12 |
S2 |
26.29 |
26.29 |
27.16 |
|
S3 |
25.18 |
25.72 |
27.05 |
|
S4 |
24.07 |
24.61 |
26.75 |
|
|
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 |
26.70 |
2.25 |
8.2% |
1.09 |
4.0% |
29% |
False |
False |
52,356 |
10 |
28.95 |
26.55 |
2.40 |
8.8% |
1.02 |
3.7% |
34% |
False |
False |
37,527 |
20 |
28.95 |
23.12 |
5.83 |
21.3% |
1.06 |
3.9% |
73% |
False |
False |
50,860 |
40 |
28.95 |
21.94 |
7.01 |
25.6% |
0.85 |
3.1% |
77% |
False |
False |
46,582 |
60 |
28.95 |
21.78 |
7.17 |
26.2% |
0.85 |
3.1% |
78% |
False |
False |
46,770 |
80 |
28.95 |
21.18 |
7.77 |
28.4% |
0.87 |
3.2% |
80% |
False |
False |
49,953 |
100 |
28.95 |
21.18 |
7.77 |
28.4% |
0.92 |
3.4% |
80% |
False |
False |
49,500 |
120 |
28.95 |
18.64 |
10.31 |
37.7% |
0.87 |
3.2% |
85% |
False |
False |
46,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32.70 |
2.618 |
30.89 |
1.618 |
29.78 |
1.000 |
29.09 |
0.618 |
28.67 |
HIGH |
27.98 |
0.618 |
27.56 |
0.500 |
27.43 |
0.382 |
27.29 |
LOW |
26.87 |
0.618 |
26.18 |
1.000 |
25.76 |
1.618 |
25.07 |
2.618 |
23.96 |
4.250 |
22.15 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
27.43 |
27.53 |
PP |
27.40 |
27.47 |
S1 |
27.38 |
27.42 |
|