ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
29.90 |
29.30 |
-0.60 |
-2.0% |
28.74 |
High |
30.40 |
29.82 |
-0.58 |
-1.9% |
30.33 |
Low |
29.20 |
28.88 |
-0.32 |
-1.1% |
28.16 |
Close |
29.28 |
29.40 |
0.12 |
0.4% |
29.90 |
Range |
1.20 |
0.94 |
-0.26 |
-21.7% |
2.17 |
ATR |
1.05 |
1.04 |
-0.01 |
-0.8% |
0.00 |
Volume |
80,551 |
52,228 |
-28,323 |
-35.2% |
258,864 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.19 |
31.73 |
29.92 |
|
R3 |
31.25 |
30.79 |
29.66 |
|
R2 |
30.31 |
30.31 |
29.57 |
|
R1 |
29.85 |
29.85 |
29.49 |
30.08 |
PP |
29.37 |
29.37 |
29.37 |
29.48 |
S1 |
28.91 |
28.91 |
29.31 |
29.14 |
S2 |
28.43 |
28.43 |
29.23 |
|
S3 |
27.49 |
27.97 |
29.14 |
|
S4 |
26.55 |
27.03 |
28.88 |
|
|
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 |
7.6% |
1.11 |
3.8% |
55% |
False |
False |
58,040 |
10 |
30.40 |
28.16 |
2.24 |
7.6% |
1.09 |
3.7% |
55% |
False |
False |
57,346 |
20 |
30.40 |
26.70 |
3.70 |
12.6% |
1.06 |
3.6% |
73% |
False |
False |
52,552 |
40 |
30.40 |
22.09 |
8.31 |
28.3% |
0.99 |
3.4% |
88% |
False |
False |
50,417 |
60 |
30.40 |
21.78 |
8.62 |
29.3% |
0.89 |
3.0% |
88% |
False |
False |
48,594 |
80 |
30.40 |
21.18 |
9.22 |
31.4% |
0.90 |
3.1% |
89% |
False |
False |
48,915 |
100 |
30.40 |
21.18 |
9.22 |
31.4% |
0.92 |
3.1% |
89% |
False |
False |
51,554 |
120 |
30.40 |
21.17 |
9.23 |
31.4% |
0.94 |
3.2% |
89% |
False |
False |
50,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.82 |
2.618 |
32.28 |
1.618 |
31.34 |
1.000 |
30.76 |
0.618 |
30.40 |
HIGH |
29.82 |
0.618 |
29.46 |
0.500 |
29.35 |
0.382 |
29.24 |
LOW |
28.88 |
0.618 |
28.30 |
1.000 |
27.94 |
1.618 |
27.36 |
2.618 |
26.42 |
4.250 |
24.89 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
29.38 |
29.64 |
PP |
29.37 |
29.56 |
S1 |
29.35 |
29.48 |
|