ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
29.16 |
29.90 |
0.74 |
2.5% |
28.74 |
High |
30.33 |
30.40 |
0.07 |
0.2% |
30.33 |
Low |
29.12 |
29.20 |
0.08 |
0.3% |
28.16 |
Close |
29.90 |
29.28 |
-0.62 |
-2.1% |
29.90 |
Range |
1.21 |
1.20 |
-0.01 |
-0.8% |
2.17 |
ATR |
1.04 |
1.05 |
0.01 |
1.1% |
0.00 |
Volume |
52,109 |
80,551 |
28,442 |
54.6% |
258,864 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.23 |
32.45 |
29.94 |
|
R3 |
32.03 |
31.25 |
29.61 |
|
R2 |
30.83 |
30.83 |
29.50 |
|
R1 |
30.05 |
30.05 |
29.39 |
29.84 |
PP |
29.63 |
29.63 |
29.63 |
29.52 |
S1 |
28.85 |
28.85 |
29.17 |
28.64 |
S2 |
28.43 |
28.43 |
29.06 |
|
S3 |
27.23 |
27.65 |
28.95 |
|
S4 |
26.03 |
26.45 |
28.62 |
|
|
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 |
30.40 |
28.16 |
2.24 |
7.7% |
1.09 |
3.7% |
50% |
True |
False |
58,467 |
10 |
30.40 |
27.87 |
2.53 |
8.6% |
1.11 |
3.8% |
56% |
True |
False |
54,937 |
20 |
30.40 |
26.70 |
3.70 |
12.6% |
1.05 |
3.6% |
70% |
True |
False |
50,904 |
40 |
30.40 |
22.09 |
8.31 |
28.4% |
0.98 |
3.4% |
87% |
True |
False |
50,194 |
60 |
30.40 |
21.78 |
8.62 |
29.4% |
0.89 |
3.0% |
87% |
True |
False |
48,456 |
80 |
30.40 |
21.18 |
9.22 |
31.5% |
0.90 |
3.1% |
88% |
True |
False |
48,890 |
100 |
30.40 |
21.18 |
9.22 |
31.5% |
0.92 |
3.2% |
88% |
True |
False |
51,434 |
120 |
30.40 |
20.57 |
9.83 |
33.6% |
0.94 |
3.2% |
89% |
True |
False |
50,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35.50 |
2.618 |
33.54 |
1.618 |
32.34 |
1.000 |
31.60 |
0.618 |
31.14 |
HIGH |
30.40 |
0.618 |
29.94 |
0.500 |
29.80 |
0.382 |
29.66 |
LOW |
29.20 |
0.618 |
28.46 |
1.000 |
28.00 |
1.618 |
27.26 |
2.618 |
26.06 |
4.250 |
24.10 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
29.80 |
29.43 |
PP |
29.63 |
29.38 |
S1 |
29.45 |
29.33 |
|