ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
29.67 |
29.30 |
-0.37 |
-1.2% |
27.90 |
High |
30.03 |
29.40 |
-0.63 |
-2.1% |
29.82 |
Low |
29.19 |
28.16 |
-1.03 |
-3.5% |
27.87 |
Close |
29.30 |
28.36 |
-0.94 |
-3.2% |
28.78 |
Range |
0.84 |
1.24 |
0.40 |
47.6% |
1.95 |
ATR |
1.00 |
1.01 |
0.02 |
1.7% |
0.00 |
Volume |
54,361 |
38,705 |
-15,656 |
-28.8% |
209,955 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.36 |
31.60 |
29.04 |
|
R3 |
31.12 |
30.36 |
28.70 |
|
R2 |
29.88 |
29.88 |
28.59 |
|
R1 |
29.12 |
29.12 |
28.47 |
28.88 |
PP |
28.64 |
28.64 |
28.64 |
28.52 |
S1 |
27.88 |
27.88 |
28.25 |
27.64 |
S2 |
27.40 |
27.40 |
28.13 |
|
S3 |
26.16 |
26.64 |
28.02 |
|
S4 |
24.92 |
25.40 |
27.68 |
|
|
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 |
28.16 |
1.94 |
6.8% |
1.14 |
4.0% |
10% |
False |
True |
53,565 |
10 |
30.10 |
27.32 |
2.78 |
9.8% |
0.98 |
3.5% |
37% |
False |
False |
50,292 |
20 |
30.10 |
26.55 |
3.55 |
12.5% |
1.00 |
3.5% |
51% |
False |
False |
43,910 |
40 |
30.10 |
21.94 |
8.16 |
28.8% |
0.94 |
3.3% |
79% |
False |
False |
48,400 |
60 |
30.10 |
21.78 |
8.32 |
29.3% |
0.87 |
3.1% |
79% |
False |
False |
47,494 |
80 |
30.10 |
21.18 |
8.92 |
31.5% |
0.89 |
3.2% |
80% |
False |
False |
48,743 |
100 |
30.10 |
21.18 |
8.92 |
31.5% |
0.92 |
3.3% |
80% |
False |
False |
50,982 |
120 |
30.10 |
19.80 |
10.30 |
36.3% |
0.93 |
3.3% |
83% |
False |
False |
49,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34.67 |
2.618 |
32.65 |
1.618 |
31.41 |
1.000 |
30.64 |
0.618 |
30.17 |
HIGH |
29.40 |
0.618 |
28.93 |
0.500 |
28.78 |
0.382 |
28.63 |
LOW |
28.16 |
0.618 |
27.39 |
1.000 |
26.92 |
1.618 |
26.15 |
2.618 |
24.91 |
4.250 |
22.89 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
28.78 |
29.13 |
PP |
28.64 |
28.87 |
S1 |
28.50 |
28.62 |
|