ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
28.35 |
27.60 |
-0.75 |
-2.6% |
29.90 |
High |
28.54 |
28.05 |
-0.49 |
-1.7% |
30.40 |
Low |
27.58 |
25.70 |
-1.88 |
-6.8% |
25.70 |
Close |
27.64 |
26.17 |
-1.47 |
-5.3% |
26.17 |
Range |
0.96 |
2.35 |
1.39 |
144.8% |
4.70 |
ATR |
1.05 |
1.14 |
0.09 |
8.8% |
0.00 |
Volume |
60,462 |
72,221 |
11,759 |
19.4% |
313,097 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.69 |
32.28 |
27.46 |
|
R3 |
31.34 |
29.93 |
26.82 |
|
R2 |
28.99 |
28.99 |
26.60 |
|
R1 |
27.58 |
27.58 |
26.39 |
27.11 |
PP |
26.64 |
26.64 |
26.64 |
26.41 |
S1 |
25.23 |
25.23 |
25.95 |
24.76 |
S2 |
24.29 |
24.29 |
25.74 |
|
S3 |
21.94 |
22.88 |
25.52 |
|
S4 |
19.59 |
20.53 |
24.88 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.52 |
38.55 |
28.76 |
|
R3 |
36.82 |
33.85 |
27.46 |
|
R2 |
32.12 |
32.12 |
27.03 |
|
R1 |
29.15 |
29.15 |
26.60 |
28.29 |
PP |
27.42 |
27.42 |
27.42 |
26.99 |
S1 |
24.45 |
24.45 |
25.74 |
23.59 |
S2 |
22.72 |
22.72 |
25.31 |
|
S3 |
18.02 |
19.75 |
24.88 |
|
S4 |
13.32 |
15.05 |
23.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30.40 |
25.70 |
4.70 |
18.0% |
1.33 |
5.1% |
10% |
False |
True |
62,619 |
10 |
30.40 |
25.70 |
4.70 |
18.0% |
1.26 |
4.8% |
10% |
False |
True |
57,196 |
20 |
30.40 |
25.70 |
4.70 |
18.0% |
1.09 |
4.2% |
10% |
False |
True |
54,485 |
40 |
30.40 |
22.09 |
8.31 |
31.8% |
1.05 |
4.0% |
49% |
False |
False |
50,980 |
60 |
30.40 |
21.78 |
8.62 |
32.9% |
0.92 |
3.5% |
51% |
False |
False |
49,300 |
80 |
30.40 |
21.18 |
9.22 |
35.2% |
0.92 |
3.5% |
54% |
False |
False |
49,525 |
100 |
30.40 |
21.18 |
9.22 |
35.2% |
0.92 |
3.5% |
54% |
False |
False |
51,373 |
120 |
30.40 |
21.18 |
9.22 |
35.2% |
0.95 |
3.6% |
54% |
False |
False |
50,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.04 |
2.618 |
34.20 |
1.618 |
31.85 |
1.000 |
30.40 |
0.618 |
29.50 |
HIGH |
28.05 |
0.618 |
27.15 |
0.500 |
26.88 |
0.382 |
26.60 |
LOW |
25.70 |
0.618 |
24.25 |
1.000 |
23.35 |
1.618 |
21.90 |
2.618 |
19.55 |
4.250 |
15.71 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
26.88 |
27.68 |
PP |
26.64 |
27.17 |
S1 |
26.41 |
26.67 |
|