ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
29.29 |
28.95 |
-0.34 |
-1.2% |
27.90 |
High |
29.82 |
29.28 |
-0.54 |
-1.8% |
29.82 |
Low |
28.68 |
28.47 |
-0.21 |
-0.7% |
27.87 |
Close |
29.26 |
28.78 |
-0.48 |
-1.6% |
28.78 |
Range |
1.14 |
0.81 |
-0.33 |
-28.9% |
1.95 |
ATR |
0.97 |
0.96 |
-0.01 |
-1.2% |
0.00 |
Volume |
54,787 |
72,897 |
18,110 |
33.1% |
209,955 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.27 |
30.84 |
29.23 |
|
R3 |
30.46 |
30.03 |
29.00 |
|
R2 |
29.65 |
29.65 |
28.93 |
|
R1 |
29.22 |
29.22 |
28.85 |
29.03 |
PP |
28.84 |
28.84 |
28.84 |
28.75 |
S1 |
28.41 |
28.41 |
28.71 |
28.22 |
S2 |
28.03 |
28.03 |
28.63 |
|
S3 |
27.22 |
27.60 |
28.56 |
|
S4 |
26.41 |
26.79 |
28.33 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34.67 |
33.68 |
29.85 |
|
R3 |
32.72 |
31.73 |
29.32 |
|
R2 |
30.77 |
30.77 |
29.14 |
|
R1 |
29.78 |
29.78 |
28.96 |
30.28 |
PP |
28.82 |
28.82 |
28.82 |
29.07 |
S1 |
27.83 |
27.83 |
28.60 |
28.33 |
S2 |
26.87 |
26.87 |
28.42 |
|
S3 |
24.92 |
25.88 |
28.24 |
|
S4 |
22.97 |
23.93 |
27.71 |
|
|
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 |
8.7% |
0.91 |
3.1% |
58% |
False |
False |
49,857 |
10 |
29.82 |
26.70 |
3.12 |
10.8% |
0.92 |
3.2% |
67% |
False |
False |
51,774 |
20 |
29.82 |
25.10 |
4.72 |
16.4% |
0.95 |
3.3% |
78% |
False |
False |
42,735 |
40 |
29.82 |
21.94 |
7.88 |
27.4% |
0.90 |
3.1% |
87% |
False |
False |
47,998 |
60 |
29.82 |
21.78 |
8.04 |
27.9% |
0.85 |
2.9% |
87% |
False |
False |
47,399 |
80 |
29.82 |
21.18 |
8.64 |
30.0% |
0.88 |
3.1% |
88% |
False |
False |
49,092 |
100 |
29.82 |
21.18 |
8.64 |
30.0% |
0.91 |
3.2% |
88% |
False |
False |
50,345 |
120 |
29.82 |
19.31 |
10.51 |
36.5% |
0.90 |
3.1% |
90% |
False |
False |
48,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32.72 |
2.618 |
31.40 |
1.618 |
30.59 |
1.000 |
30.09 |
0.618 |
29.78 |
HIGH |
29.28 |
0.618 |
28.97 |
0.500 |
28.88 |
0.382 |
28.78 |
LOW |
28.47 |
0.618 |
27.97 |
1.000 |
27.66 |
1.618 |
27.16 |
2.618 |
26.35 |
4.250 |
25.03 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
28.88 |
29.15 |
PP |
28.84 |
29.02 |
S1 |
28.81 |
28.90 |
|