ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
28.95 |
28.74 |
-0.21 |
-0.7% |
27.90 |
High |
29.28 |
30.10 |
0.82 |
2.8% |
29.82 |
Low |
28.47 |
28.44 |
-0.03 |
-0.1% |
27.87 |
Close |
28.78 |
29.80 |
1.02 |
3.5% |
28.78 |
Range |
0.81 |
1.66 |
0.85 |
104.9% |
1.95 |
ATR |
0.96 |
1.01 |
0.05 |
5.2% |
0.00 |
Volume |
72,897 |
47,079 |
-25,818 |
-35.4% |
209,955 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34.43 |
33.77 |
30.71 |
|
R3 |
32.77 |
32.11 |
30.26 |
|
R2 |
31.11 |
31.11 |
30.10 |
|
R1 |
30.45 |
30.45 |
29.95 |
30.78 |
PP |
29.45 |
29.45 |
29.45 |
29.61 |
S1 |
28.79 |
28.79 |
29.65 |
29.12 |
S2 |
27.79 |
27.79 |
29.50 |
|
S3 |
26.13 |
27.13 |
29.34 |
|
S4 |
24.47 |
25.47 |
28.89 |
|
|
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 |
30.10 |
27.87 |
2.23 |
7.5% |
1.14 |
3.8% |
87% |
True |
False |
51,406 |
10 |
30.10 |
26.70 |
3.40 |
11.4% |
0.99 |
3.3% |
91% |
True |
False |
51,400 |
20 |
30.10 |
26.11 |
3.99 |
13.4% |
0.96 |
3.2% |
92% |
True |
False |
43,200 |
40 |
30.10 |
21.94 |
8.16 |
27.4% |
0.93 |
3.1% |
96% |
True |
False |
48,162 |
60 |
30.10 |
21.78 |
8.32 |
27.9% |
0.86 |
2.9% |
96% |
True |
False |
47,311 |
80 |
30.10 |
21.18 |
8.92 |
29.9% |
0.89 |
3.0% |
97% |
True |
False |
48,927 |
100 |
30.10 |
21.18 |
8.92 |
29.9% |
0.92 |
3.1% |
97% |
True |
False |
50,572 |
120 |
30.10 |
19.52 |
10.58 |
35.5% |
0.91 |
3.1% |
97% |
True |
False |
49,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37.16 |
2.618 |
34.45 |
1.618 |
32.79 |
1.000 |
31.76 |
0.618 |
31.13 |
HIGH |
30.10 |
0.618 |
29.47 |
0.500 |
29.27 |
0.382 |
29.07 |
LOW |
28.44 |
0.618 |
27.41 |
1.000 |
26.78 |
1.618 |
25.75 |
2.618 |
24.09 |
4.250 |
21.39 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
29.62 |
29.62 |
PP |
29.45 |
29.45 |
S1 |
29.27 |
29.27 |
|