ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
27.00 |
26.98 |
-0.02 |
-0.1% |
29.90 |
High |
27.44 |
27.21 |
-0.23 |
-0.8% |
30.40 |
Low |
26.71 |
26.41 |
-0.30 |
-1.1% |
25.70 |
Close |
27.07 |
26.64 |
-0.43 |
-1.6% |
26.17 |
Range |
0.73 |
0.80 |
0.07 |
9.6% |
4.70 |
ATR |
1.11 |
1.09 |
-0.02 |
-2.0% |
0.00 |
Volume |
50,247 |
53,067 |
2,820 |
5.6% |
313,097 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.15 |
28.70 |
27.08 |
|
R3 |
28.35 |
27.90 |
26.86 |
|
R2 |
27.55 |
27.55 |
26.79 |
|
R1 |
27.10 |
27.10 |
26.71 |
26.93 |
PP |
26.75 |
26.75 |
26.75 |
26.67 |
S1 |
26.30 |
26.30 |
26.57 |
26.13 |
S2 |
25.95 |
25.95 |
26.49 |
|
S3 |
25.15 |
25.50 |
26.42 |
|
S4 |
24.35 |
24.70 |
26.20 |
|
|
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 |
28.54 |
25.70 |
2.84 |
10.7% |
1.13 |
4.2% |
33% |
False |
False |
69,787 |
10 |
30.40 |
25.70 |
4.70 |
17.6% |
1.12 |
4.2% |
20% |
False |
False |
64,806 |
20 |
30.40 |
25.70 |
4.70 |
17.6% |
1.05 |
3.9% |
20% |
False |
False |
57,549 |
40 |
30.40 |
23.12 |
7.28 |
27.3% |
1.05 |
4.0% |
48% |
False |
False |
54,205 |
60 |
30.40 |
21.94 |
8.46 |
31.8% |
0.92 |
3.4% |
56% |
False |
False |
50,238 |
80 |
30.40 |
21.78 |
8.62 |
32.4% |
0.90 |
3.4% |
56% |
False |
False |
49,465 |
100 |
30.40 |
21.18 |
9.22 |
34.6% |
0.91 |
3.4% |
59% |
False |
False |
51,472 |
120 |
30.40 |
21.18 |
9.22 |
34.6% |
0.94 |
3.5% |
59% |
False |
False |
50,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.61 |
2.618 |
29.30 |
1.618 |
28.50 |
1.000 |
28.01 |
0.618 |
27.70 |
HIGH |
27.21 |
0.618 |
26.90 |
0.500 |
26.81 |
0.382 |
26.72 |
LOW |
26.41 |
0.618 |
25.92 |
1.000 |
25.61 |
1.618 |
25.12 |
2.618 |
24.32 |
4.250 |
23.01 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
26.81 |
26.88 |
PP |
26.75 |
26.80 |
S1 |
26.70 |
26.72 |
|