ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
28.74 |
29.67 |
0.93 |
3.2% |
27.90 |
High |
30.10 |
30.03 |
-0.07 |
-0.2% |
29.82 |
Low |
28.44 |
29.19 |
0.75 |
2.6% |
27.87 |
Close |
29.80 |
29.30 |
-0.50 |
-1.7% |
28.78 |
Range |
1.66 |
0.84 |
-0.82 |
-49.4% |
1.95 |
ATR |
1.01 |
1.00 |
-0.01 |
-1.2% |
0.00 |
Volume |
47,079 |
54,361 |
7,282 |
15.5% |
209,955 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.03 |
31.50 |
29.76 |
|
R3 |
31.19 |
30.66 |
29.53 |
|
R2 |
30.35 |
30.35 |
29.45 |
|
R1 |
29.82 |
29.82 |
29.38 |
29.67 |
PP |
29.51 |
29.51 |
29.51 |
29.43 |
S1 |
28.98 |
28.98 |
29.22 |
28.83 |
S2 |
28.67 |
28.67 |
29.15 |
|
S3 |
27.83 |
28.14 |
29.07 |
|
S4 |
26.99 |
27.30 |
28.84 |
|
|
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 |
28.44 |
1.66 |
5.7% |
1.07 |
3.6% |
52% |
False |
False |
56,651 |
10 |
30.10 |
26.87 |
3.23 |
11.0% |
0.97 |
3.3% |
75% |
False |
False |
52,204 |
20 |
30.10 |
26.50 |
3.60 |
12.3% |
0.97 |
3.3% |
78% |
False |
False |
43,283 |
40 |
30.10 |
21.94 |
8.16 |
27.8% |
0.93 |
3.2% |
90% |
False |
False |
48,493 |
60 |
30.10 |
21.78 |
8.32 |
28.4% |
0.86 |
2.9% |
90% |
False |
False |
47,575 |
80 |
30.10 |
21.18 |
8.92 |
30.4% |
0.89 |
3.0% |
91% |
False |
False |
49,016 |
100 |
30.10 |
21.18 |
8.92 |
30.4% |
0.92 |
3.2% |
91% |
False |
False |
50,867 |
120 |
30.10 |
19.63 |
10.47 |
35.7% |
0.92 |
3.1% |
92% |
False |
False |
49,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.60 |
2.618 |
32.23 |
1.618 |
31.39 |
1.000 |
30.87 |
0.618 |
30.55 |
HIGH |
30.03 |
0.618 |
29.71 |
0.500 |
29.61 |
0.382 |
29.51 |
LOW |
29.19 |
0.618 |
28.67 |
1.000 |
28.35 |
1.618 |
27.83 |
2.618 |
26.99 |
4.250 |
25.62 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
29.61 |
29.29 |
PP |
29.51 |
29.28 |
S1 |
29.40 |
29.27 |
|