ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
27.95 |
27.78 |
-0.17 |
-0.6% |
27.53 |
High |
28.34 |
27.83 |
-0.51 |
-1.8% |
28.34 |
Low |
27.70 |
27.32 |
-0.38 |
-1.4% |
26.70 |
Close |
27.76 |
27.62 |
-0.14 |
-0.5% |
27.62 |
Range |
0.64 |
0.51 |
-0.13 |
-20.3% |
1.64 |
ATR |
0.96 |
0.93 |
-0.03 |
-3.3% |
0.00 |
Volume |
50,842 |
39,331 |
-11,511 |
-22.6% |
256,966 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.12 |
28.88 |
27.90 |
|
R3 |
28.61 |
28.37 |
27.76 |
|
R2 |
28.10 |
28.10 |
27.71 |
|
R1 |
27.86 |
27.86 |
27.67 |
27.73 |
PP |
27.59 |
27.59 |
27.59 |
27.52 |
S1 |
27.35 |
27.35 |
27.57 |
27.22 |
S2 |
27.08 |
27.08 |
27.53 |
|
S3 |
26.57 |
26.84 |
27.48 |
|
S4 |
26.06 |
26.33 |
27.34 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.47 |
31.69 |
28.52 |
|
R3 |
30.83 |
30.05 |
28.07 |
|
R2 |
29.19 |
29.19 |
27.92 |
|
R1 |
28.41 |
28.41 |
27.77 |
28.80 |
PP |
27.55 |
27.55 |
27.55 |
27.75 |
S1 |
26.77 |
26.77 |
27.47 |
27.16 |
S2 |
25.91 |
25.91 |
27.32 |
|
S3 |
24.27 |
25.13 |
27.17 |
|
S4 |
22.63 |
23.49 |
26.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28.34 |
26.70 |
1.64 |
5.9% |
0.83 |
3.0% |
56% |
False |
False |
51,393 |
10 |
28.95 |
26.70 |
2.25 |
8.1% |
0.99 |
3.6% |
41% |
False |
False |
46,871 |
20 |
28.95 |
24.88 |
4.07 |
14.7% |
0.99 |
3.6% |
67% |
False |
False |
45,725 |
40 |
28.95 |
21.94 |
7.01 |
25.4% |
0.86 |
3.1% |
81% |
False |
False |
46,428 |
60 |
28.95 |
21.78 |
7.17 |
26.0% |
0.84 |
3.0% |
81% |
False |
False |
46,826 |
80 |
28.95 |
21.18 |
7.77 |
28.1% |
0.87 |
3.1% |
83% |
False |
False |
49,403 |
100 |
28.95 |
21.18 |
7.77 |
28.1% |
0.91 |
3.3% |
83% |
False |
False |
49,839 |
120 |
28.95 |
19.23 |
9.72 |
35.2% |
0.88 |
3.2% |
86% |
False |
False |
47,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.00 |
2.618 |
29.17 |
1.618 |
28.66 |
1.000 |
28.34 |
0.618 |
28.15 |
HIGH |
27.83 |
0.618 |
27.64 |
0.500 |
27.58 |
0.382 |
27.51 |
LOW |
27.32 |
0.618 |
27.00 |
1.000 |
26.81 |
1.618 |
26.49 |
2.618 |
25.98 |
4.250 |
25.15 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
27.61 |
27.83 |
PP |
27.59 |
27.76 |
S1 |
27.58 |
27.69 |
|