ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
27.90 |
28.97 |
1.07 |
3.8% |
27.53 |
High |
29.06 |
29.45 |
0.39 |
1.3% |
28.34 |
Low |
27.87 |
28.57 |
0.70 |
2.5% |
26.70 |
Close |
28.98 |
29.11 |
0.13 |
0.4% |
27.62 |
Range |
1.19 |
0.88 |
-0.31 |
-26.1% |
1.64 |
ATR |
0.96 |
0.96 |
-0.01 |
-0.6% |
0.00 |
Volume |
28,137 |
54,134 |
25,997 |
92.4% |
256,966 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.68 |
31.28 |
29.59 |
|
R3 |
30.80 |
30.40 |
29.35 |
|
R2 |
29.92 |
29.92 |
29.27 |
|
R1 |
29.52 |
29.52 |
29.19 |
29.72 |
PP |
29.04 |
29.04 |
29.04 |
29.15 |
S1 |
28.64 |
28.64 |
29.03 |
28.84 |
S2 |
28.16 |
28.16 |
28.95 |
|
S3 |
27.28 |
27.76 |
28.87 |
|
S4 |
26.40 |
26.88 |
28.63 |
|
|
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 |
29.45 |
27.32 |
2.13 |
7.3% |
0.82 |
2.8% |
84% |
True |
False |
47,019 |
10 |
29.45 |
26.70 |
2.75 |
9.4% |
0.96 |
3.3% |
88% |
True |
False |
49,687 |
20 |
29.45 |
25.10 |
4.35 |
14.9% |
0.96 |
3.3% |
92% |
True |
False |
42,379 |
40 |
29.45 |
21.94 |
7.51 |
25.8% |
0.89 |
3.1% |
95% |
True |
False |
46,862 |
60 |
29.45 |
21.78 |
7.67 |
26.3% |
0.84 |
2.9% |
96% |
True |
False |
46,632 |
80 |
29.45 |
21.18 |
8.27 |
28.4% |
0.88 |
3.0% |
96% |
True |
False |
49,303 |
100 |
29.45 |
21.18 |
8.27 |
28.4% |
0.90 |
3.1% |
96% |
True |
False |
49,673 |
120 |
29.45 |
19.25 |
10.20 |
35.0% |
0.89 |
3.1% |
97% |
True |
False |
48,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.19 |
2.618 |
31.75 |
1.618 |
30.87 |
1.000 |
30.33 |
0.618 |
29.99 |
HIGH |
29.45 |
0.618 |
29.11 |
0.500 |
29.01 |
0.382 |
28.91 |
LOW |
28.57 |
0.618 |
28.03 |
1.000 |
27.69 |
1.618 |
27.15 |
2.618 |
26.27 |
4.250 |
24.83 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
29.08 |
28.87 |
PP |
29.04 |
28.63 |
S1 |
29.01 |
28.39 |
|