ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
29.55 |
28.35 |
-1.20 |
-4.1% |
28.74 |
High |
29.65 |
28.54 |
-1.11 |
-3.7% |
30.33 |
Low |
28.45 |
27.58 |
-0.87 |
-3.1% |
28.16 |
Close |
28.58 |
27.64 |
-0.94 |
-3.3% |
29.90 |
Range |
1.20 |
0.96 |
-0.24 |
-20.0% |
2.17 |
ATR |
1.05 |
1.05 |
0.00 |
-0.4% |
0.00 |
Volume |
47,635 |
60,462 |
12,827 |
26.9% |
258,864 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.80 |
30.18 |
28.17 |
|
R3 |
29.84 |
29.22 |
27.90 |
|
R2 |
28.88 |
28.88 |
27.82 |
|
R1 |
28.26 |
28.26 |
27.73 |
28.09 |
PP |
27.92 |
27.92 |
27.92 |
27.84 |
S1 |
27.30 |
27.30 |
27.55 |
27.13 |
S2 |
26.96 |
26.96 |
27.46 |
|
S3 |
26.00 |
26.34 |
27.38 |
|
S4 |
25.04 |
25.38 |
27.11 |
|
|
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 |
27.58 |
2.82 |
10.2% |
1.10 |
4.0% |
2% |
False |
True |
58,597 |
10 |
30.40 |
27.58 |
2.82 |
10.2% |
1.10 |
4.0% |
2% |
False |
True |
57,263 |
20 |
30.40 |
26.70 |
3.70 |
13.4% |
1.02 |
3.7% |
25% |
False |
False |
53,311 |
40 |
30.40 |
22.09 |
8.31 |
30.1% |
1.00 |
3.6% |
67% |
False |
False |
50,400 |
60 |
30.40 |
21.78 |
8.62 |
31.2% |
0.90 |
3.3% |
68% |
False |
False |
48,731 |
80 |
30.40 |
21.18 |
9.22 |
33.4% |
0.90 |
3.3% |
70% |
False |
False |
49,336 |
100 |
30.40 |
21.18 |
9.22 |
33.4% |
0.91 |
3.3% |
70% |
False |
False |
51,227 |
120 |
30.40 |
21.18 |
9.22 |
33.4% |
0.94 |
3.4% |
70% |
False |
False |
50,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32.62 |
2.618 |
31.05 |
1.618 |
30.09 |
1.000 |
29.50 |
0.618 |
29.13 |
HIGH |
28.54 |
0.618 |
28.17 |
0.500 |
28.06 |
0.382 |
27.95 |
LOW |
27.58 |
0.618 |
26.99 |
1.000 |
26.62 |
1.618 |
26.03 |
2.618 |
25.07 |
4.250 |
23.50 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
28.06 |
28.70 |
PP |
27.92 |
28.35 |
S1 |
27.78 |
27.99 |
|