ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
29.30 |
29.55 |
0.25 |
0.9% |
28.74 |
High |
29.82 |
29.65 |
-0.17 |
-0.6% |
30.33 |
Low |
28.88 |
28.45 |
-0.43 |
-1.5% |
28.16 |
Close |
29.40 |
28.58 |
-0.82 |
-2.8% |
29.90 |
Range |
0.94 |
1.20 |
0.26 |
27.7% |
2.17 |
ATR |
1.04 |
1.05 |
0.01 |
1.1% |
0.00 |
Volume |
52,228 |
47,635 |
-4,593 |
-8.8% |
258,864 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32.49 |
31.74 |
29.24 |
|
R3 |
31.29 |
30.54 |
28.91 |
|
R2 |
30.09 |
30.09 |
28.80 |
|
R1 |
29.34 |
29.34 |
28.69 |
29.12 |
PP |
28.89 |
28.89 |
28.89 |
28.78 |
S1 |
28.14 |
28.14 |
28.47 |
27.92 |
S2 |
27.69 |
27.69 |
28.36 |
|
S3 |
26.49 |
26.94 |
28.25 |
|
S4 |
25.29 |
25.74 |
27.92 |
|
|
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 |
28.45 |
1.95 |
6.8% |
1.10 |
3.8% |
7% |
False |
True |
59,826 |
10 |
30.40 |
28.16 |
2.24 |
7.8% |
1.12 |
3.9% |
19% |
False |
False |
56,696 |
20 |
30.40 |
26.70 |
3.70 |
12.9% |
1.04 |
3.6% |
51% |
False |
False |
53,192 |
40 |
30.40 |
22.09 |
8.31 |
29.1% |
1.00 |
3.5% |
78% |
False |
False |
50,457 |
60 |
30.40 |
21.78 |
8.62 |
30.2% |
0.89 |
3.1% |
79% |
False |
False |
48,537 |
80 |
30.40 |
21.18 |
9.22 |
32.3% |
0.90 |
3.2% |
80% |
False |
False |
49,160 |
100 |
30.40 |
21.18 |
9.22 |
32.3% |
0.91 |
3.2% |
80% |
False |
False |
51,571 |
120 |
30.40 |
21.18 |
9.22 |
32.3% |
0.95 |
3.3% |
80% |
False |
False |
50,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34.75 |
2.618 |
32.79 |
1.618 |
31.59 |
1.000 |
30.85 |
0.618 |
30.39 |
HIGH |
29.65 |
0.618 |
29.19 |
0.500 |
29.05 |
0.382 |
28.91 |
LOW |
28.45 |
0.618 |
27.71 |
1.000 |
27.25 |
1.618 |
26.51 |
2.618 |
25.31 |
4.250 |
23.35 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
29.05 |
29.43 |
PP |
28.89 |
29.14 |
S1 |
28.74 |
28.86 |
|