ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
27.78 |
27.90 |
0.12 |
0.4% |
27.53 |
High |
27.83 |
29.06 |
1.23 |
4.4% |
28.34 |
Low |
27.32 |
27.87 |
0.55 |
2.0% |
26.70 |
Close |
27.62 |
28.98 |
1.36 |
4.9% |
27.62 |
Range |
0.51 |
1.19 |
0.68 |
133.3% |
1.64 |
ATR |
0.93 |
0.96 |
0.04 |
3.9% |
0.00 |
Volume |
39,331 |
28,137 |
-11,194 |
-28.5% |
256,966 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.21 |
31.78 |
29.63 |
|
R3 |
31.02 |
30.59 |
29.31 |
|
R2 |
29.83 |
29.83 |
29.20 |
|
R1 |
29.40 |
29.40 |
29.09 |
29.62 |
PP |
28.64 |
28.64 |
28.64 |
28.74 |
S1 |
28.21 |
28.21 |
28.87 |
28.43 |
S2 |
27.45 |
27.45 |
28.76 |
|
S3 |
26.26 |
27.02 |
28.65 |
|
S4 |
25.07 |
25.83 |
28.33 |
|
|
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 |
29.06 |
26.87 |
2.19 |
7.6% |
0.87 |
3.0% |
96% |
True |
False |
47,757 |
10 |
29.06 |
26.70 |
2.36 |
8.1% |
1.03 |
3.5% |
97% |
True |
False |
47,758 |
20 |
29.06 |
25.10 |
3.96 |
13.7% |
0.98 |
3.4% |
98% |
True |
False |
42,944 |
40 |
29.06 |
21.94 |
7.12 |
24.6% |
0.88 |
3.0% |
99% |
True |
False |
46,598 |
60 |
29.06 |
21.78 |
7.28 |
25.1% |
0.85 |
2.9% |
99% |
True |
False |
46,439 |
80 |
29.06 |
21.18 |
7.88 |
27.2% |
0.88 |
3.0% |
99% |
True |
False |
49,149 |
100 |
29.06 |
21.18 |
7.88 |
27.2% |
0.91 |
3.1% |
99% |
True |
False |
49,586 |
120 |
29.06 |
19.25 |
9.81 |
33.9% |
0.89 |
3.1% |
99% |
True |
False |
48,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34.12 |
2.618 |
32.18 |
1.618 |
30.99 |
1.000 |
30.25 |
0.618 |
29.80 |
HIGH |
29.06 |
0.618 |
28.61 |
0.500 |
28.47 |
0.382 |
28.32 |
LOW |
27.87 |
0.618 |
27.13 |
1.000 |
26.68 |
1.618 |
25.94 |
2.618 |
24.75 |
4.250 |
22.81 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
28.81 |
28.72 |
PP |
28.64 |
28.45 |
S1 |
28.47 |
28.19 |
|