ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
27.60 |
26.50 |
-1.10 |
-4.0% |
29.90 |
High |
28.05 |
27.12 |
-0.93 |
-3.3% |
30.40 |
Low |
25.70 |
26.31 |
0.61 |
2.4% |
25.70 |
Close |
26.17 |
26.60 |
0.43 |
1.6% |
26.17 |
Range |
2.35 |
0.81 |
-1.54 |
-65.5% |
4.70 |
ATR |
1.14 |
1.13 |
-0.01 |
-1.2% |
0.00 |
Volume |
72,221 |
112,939 |
40,718 |
56.4% |
313,097 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.11 |
28.66 |
27.05 |
|
R3 |
28.30 |
27.85 |
26.82 |
|
R2 |
27.49 |
27.49 |
26.75 |
|
R1 |
27.04 |
27.04 |
26.67 |
27.27 |
PP |
26.68 |
26.68 |
26.68 |
26.79 |
S1 |
26.23 |
26.23 |
26.53 |
26.46 |
S2 |
25.87 |
25.87 |
26.45 |
|
S3 |
25.06 |
25.42 |
26.38 |
|
S4 |
24.25 |
24.61 |
26.15 |
|
|
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 |
29.82 |
25.70 |
4.12 |
15.5% |
1.25 |
4.7% |
22% |
False |
False |
69,097 |
10 |
30.40 |
25.70 |
4.70 |
17.7% |
1.17 |
4.4% |
19% |
False |
False |
63,782 |
20 |
30.40 |
25.70 |
4.70 |
17.7% |
1.08 |
4.1% |
19% |
False |
False |
57,591 |
40 |
30.40 |
22.09 |
8.31 |
31.2% |
1.06 |
4.0% |
54% |
False |
False |
53,297 |
60 |
30.40 |
21.78 |
8.62 |
32.4% |
0.92 |
3.5% |
56% |
False |
False |
50,177 |
80 |
30.40 |
21.24 |
9.16 |
34.4% |
0.91 |
3.4% |
59% |
False |
False |
49,754 |
100 |
30.40 |
21.18 |
9.22 |
34.7% |
0.92 |
3.4% |
59% |
False |
False |
51,948 |
120 |
30.40 |
21.18 |
9.22 |
34.7% |
0.94 |
3.5% |
59% |
False |
False |
51,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.56 |
2.618 |
29.24 |
1.618 |
28.43 |
1.000 |
27.93 |
0.618 |
27.62 |
HIGH |
27.12 |
0.618 |
26.81 |
0.500 |
26.72 |
0.382 |
26.62 |
LOW |
26.31 |
0.618 |
25.81 |
1.000 |
25.50 |
1.618 |
25.00 |
2.618 |
24.19 |
4.250 |
22.87 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
26.72 |
27.12 |
PP |
26.68 |
26.95 |
S1 |
26.64 |
26.77 |
|