ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
28.50 |
29.16 |
0.66 |
2.3% |
28.74 |
High |
29.40 |
30.33 |
0.93 |
3.2% |
30.33 |
Low |
28.45 |
29.12 |
0.67 |
2.4% |
28.16 |
Close |
29.00 |
29.90 |
0.90 |
3.1% |
29.90 |
Range |
0.95 |
1.21 |
0.26 |
27.4% |
2.17 |
ATR |
1.02 |
1.04 |
0.02 |
2.2% |
0.00 |
Volume |
66,610 |
52,109 |
-14,501 |
-21.8% |
258,864 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.41 |
32.87 |
30.57 |
|
R3 |
32.20 |
31.66 |
30.23 |
|
R2 |
30.99 |
30.99 |
30.12 |
|
R1 |
30.45 |
30.45 |
30.01 |
30.72 |
PP |
29.78 |
29.78 |
29.78 |
29.92 |
S1 |
29.24 |
29.24 |
29.79 |
29.51 |
S2 |
28.57 |
28.57 |
29.68 |
|
S3 |
27.36 |
28.03 |
29.57 |
|
S4 |
26.15 |
26.82 |
29.23 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35.97 |
35.11 |
31.09 |
|
R3 |
33.80 |
32.94 |
30.50 |
|
R2 |
31.63 |
31.63 |
30.30 |
|
R1 |
30.77 |
30.77 |
30.10 |
31.20 |
PP |
29.46 |
29.46 |
29.46 |
29.68 |
S1 |
28.60 |
28.60 |
29.70 |
29.03 |
S2 |
27.29 |
27.29 |
29.50 |
|
S3 |
25.12 |
26.43 |
29.30 |
|
S4 |
22.95 |
24.26 |
28.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30.33 |
28.16 |
2.17 |
7.3% |
1.18 |
3.9% |
80% |
True |
False |
51,772 |
10 |
30.33 |
27.32 |
3.01 |
10.1% |
1.04 |
3.5% |
86% |
True |
False |
50,815 |
20 |
30.33 |
26.56 |
3.77 |
12.6% |
1.03 |
3.4% |
89% |
True |
False |
48,055 |
40 |
30.33 |
22.09 |
8.24 |
27.6% |
0.96 |
3.2% |
95% |
True |
False |
49,085 |
60 |
30.33 |
21.78 |
8.55 |
28.6% |
0.88 |
2.9% |
95% |
True |
False |
47,856 |
80 |
30.33 |
21.18 |
9.15 |
30.6% |
0.90 |
3.0% |
95% |
True |
False |
48,402 |
100 |
30.33 |
21.18 |
9.15 |
30.6% |
0.92 |
3.1% |
95% |
True |
False |
51,160 |
120 |
30.33 |
20.41 |
9.92 |
33.2% |
0.93 |
3.1% |
96% |
True |
False |
49,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35.47 |
2.618 |
33.50 |
1.618 |
32.29 |
1.000 |
31.54 |
0.618 |
31.08 |
HIGH |
30.33 |
0.618 |
29.87 |
0.500 |
29.73 |
0.382 |
29.58 |
LOW |
29.12 |
0.618 |
28.37 |
1.000 |
27.91 |
1.618 |
27.16 |
2.618 |
25.95 |
4.250 |
23.98 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
29.84 |
29.68 |
PP |
29.78 |
29.46 |
S1 |
29.73 |
29.25 |
|