ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
28.97 |
29.29 |
0.32 |
1.1% |
27.53 |
High |
29.45 |
29.82 |
0.37 |
1.3% |
28.34 |
Low |
28.57 |
28.68 |
0.11 |
0.4% |
26.70 |
Close |
29.11 |
29.26 |
0.15 |
0.5% |
27.62 |
Range |
0.88 |
1.14 |
0.26 |
29.5% |
1.64 |
ATR |
0.96 |
0.97 |
0.01 |
1.4% |
0.00 |
Volume |
54,134 |
54,787 |
653 |
1.2% |
256,966 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.67 |
32.11 |
29.89 |
|
R3 |
31.53 |
30.97 |
29.57 |
|
R2 |
30.39 |
30.39 |
29.47 |
|
R1 |
29.83 |
29.83 |
29.36 |
29.54 |
PP |
29.25 |
29.25 |
29.25 |
29.11 |
S1 |
28.69 |
28.69 |
29.16 |
28.40 |
S2 |
28.11 |
28.11 |
29.05 |
|
S3 |
26.97 |
27.55 |
28.95 |
|
S4 |
25.83 |
26.41 |
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 |
29.82 |
27.32 |
2.50 |
8.5% |
0.87 |
3.0% |
78% |
True |
False |
45,446 |
10 |
29.82 |
26.70 |
3.12 |
10.7% |
0.95 |
3.2% |
82% |
True |
False |
49,359 |
20 |
29.82 |
25.10 |
4.72 |
16.1% |
0.96 |
3.3% |
88% |
True |
False |
41,661 |
40 |
29.82 |
21.94 |
7.88 |
26.9% |
0.90 |
3.1% |
93% |
True |
False |
47,341 |
60 |
29.82 |
21.78 |
8.04 |
27.5% |
0.85 |
2.9% |
93% |
True |
False |
46,763 |
80 |
29.82 |
21.18 |
8.64 |
29.5% |
0.88 |
3.0% |
94% |
True |
False |
49,318 |
100 |
29.82 |
21.18 |
8.64 |
29.5% |
0.91 |
3.1% |
94% |
True |
False |
49,871 |
120 |
29.82 |
19.25 |
10.57 |
36.1% |
0.90 |
3.1% |
95% |
True |
False |
48,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34.67 |
2.618 |
32.80 |
1.618 |
31.66 |
1.000 |
30.96 |
0.618 |
30.52 |
HIGH |
29.82 |
0.618 |
29.38 |
0.500 |
29.25 |
0.382 |
29.12 |
LOW |
28.68 |
0.618 |
27.98 |
1.000 |
27.54 |
1.618 |
26.84 |
2.618 |
25.70 |
4.250 |
23.84 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
29.26 |
29.12 |
PP |
29.25 |
28.98 |
S1 |
29.25 |
28.85 |
|