ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
29.30 |
28.50 |
-0.80 |
-2.7% |
27.90 |
High |
29.40 |
29.40 |
0.00 |
0.0% |
29.82 |
Low |
28.16 |
28.45 |
0.29 |
1.0% |
27.87 |
Close |
28.36 |
29.00 |
0.64 |
2.3% |
28.78 |
Range |
1.24 |
0.95 |
-0.29 |
-23.4% |
1.95 |
ATR |
1.01 |
1.02 |
0.00 |
0.2% |
0.00 |
Volume |
38,705 |
66,610 |
27,905 |
72.1% |
209,955 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.80 |
31.35 |
29.52 |
|
R3 |
30.85 |
30.40 |
29.26 |
|
R2 |
29.90 |
29.90 |
29.17 |
|
R1 |
29.45 |
29.45 |
29.09 |
29.68 |
PP |
28.95 |
28.95 |
28.95 |
29.06 |
S1 |
28.50 |
28.50 |
28.91 |
28.73 |
S2 |
28.00 |
28.00 |
28.83 |
|
S3 |
27.05 |
27.55 |
28.74 |
|
S4 |
26.10 |
26.60 |
28.48 |
|
|
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 |
6.7% |
1.10 |
3.8% |
43% |
False |
False |
55,930 |
10 |
30.10 |
27.32 |
2.78 |
9.6% |
0.99 |
3.4% |
60% |
False |
False |
50,688 |
20 |
30.10 |
26.55 |
3.55 |
12.2% |
1.01 |
3.5% |
69% |
False |
False |
46,350 |
40 |
30.10 |
22.09 |
8.01 |
27.6% |
0.95 |
3.3% |
86% |
False |
False |
49,077 |
60 |
30.10 |
21.78 |
8.32 |
28.7% |
0.87 |
3.0% |
87% |
False |
False |
48,020 |
80 |
30.10 |
21.18 |
8.92 |
30.8% |
0.89 |
3.1% |
88% |
False |
False |
48,627 |
100 |
30.10 |
21.18 |
8.92 |
30.8% |
0.92 |
3.2% |
88% |
False |
False |
51,046 |
120 |
30.10 |
20.19 |
9.91 |
34.2% |
0.93 |
3.2% |
89% |
False |
False |
49,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.44 |
2.618 |
31.89 |
1.618 |
30.94 |
1.000 |
30.35 |
0.618 |
29.99 |
HIGH |
29.40 |
0.618 |
29.04 |
0.500 |
28.93 |
0.382 |
28.81 |
LOW |
28.45 |
0.618 |
27.86 |
1.000 |
27.50 |
1.618 |
26.91 |
2.618 |
25.96 |
4.250 |
24.41 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
28.98 |
29.10 |
PP |
28.95 |
29.06 |
S1 |
28.93 |
29.03 |
|