ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
26.93 |
27.64 |
0.71 |
2.6% |
27.00 |
High |
27.98 |
28.28 |
0.30 |
1.1% |
28.95 |
Low |
26.87 |
27.40 |
0.53 |
2.0% |
27.00 |
Close |
27.36 |
28.04 |
0.68 |
2.5% |
27.53 |
Range |
1.11 |
0.88 |
-0.23 |
-20.7% |
1.95 |
ATR |
0.99 |
0.98 |
0.00 |
-0.5% |
0.00 |
Volume |
57,826 |
62,651 |
4,825 |
8.3% |
211,749 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.55 |
30.17 |
28.52 |
|
R3 |
29.67 |
29.29 |
28.28 |
|
R2 |
28.79 |
28.79 |
28.20 |
|
R1 |
28.41 |
28.41 |
28.12 |
28.60 |
PP |
27.91 |
27.91 |
27.91 |
28.00 |
S1 |
27.53 |
27.53 |
27.96 |
27.72 |
S2 |
27.03 |
27.03 |
27.88 |
|
S3 |
26.15 |
26.65 |
27.80 |
|
S4 |
25.27 |
25.77 |
27.56 |
|
|
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 |
8.0% |
1.02 |
3.6% |
60% |
False |
False |
53,272 |
10 |
28.95 |
26.55 |
2.40 |
8.6% |
1.03 |
3.7% |
62% |
False |
False |
42,012 |
20 |
28.95 |
24.00 |
4.95 |
17.7% |
1.06 |
3.8% |
82% |
False |
False |
49,676 |
40 |
28.95 |
21.94 |
7.01 |
25.0% |
0.86 |
3.1% |
87% |
False |
False |
46,257 |
60 |
28.95 |
21.78 |
7.17 |
25.6% |
0.85 |
3.0% |
87% |
False |
False |
46,824 |
80 |
28.95 |
21.18 |
7.77 |
27.7% |
0.87 |
3.1% |
88% |
False |
False |
50,026 |
100 |
28.95 |
21.18 |
7.77 |
27.7% |
0.92 |
3.3% |
88% |
False |
False |
49,778 |
120 |
28.95 |
18.90 |
10.05 |
35.8% |
0.88 |
3.1% |
91% |
False |
False |
47,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32.02 |
2.618 |
30.58 |
1.618 |
29.70 |
1.000 |
29.16 |
0.618 |
28.82 |
HIGH |
28.28 |
0.618 |
27.94 |
0.500 |
27.84 |
0.382 |
27.74 |
LOW |
27.40 |
0.618 |
26.86 |
1.000 |
26.52 |
1.618 |
25.98 |
2.618 |
25.10 |
4.250 |
23.66 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
27.97 |
27.86 |
PP |
27.91 |
27.67 |
S1 |
27.84 |
27.49 |
|