ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
26.98 |
26.78 |
-0.20 |
-0.7% |
29.90 |
High |
27.21 |
27.67 |
0.46 |
1.7% |
30.40 |
Low |
26.41 |
26.55 |
0.14 |
0.5% |
25.70 |
Close |
26.64 |
27.53 |
0.89 |
3.3% |
26.17 |
Range |
0.80 |
1.12 |
0.32 |
40.0% |
4.70 |
ATR |
1.09 |
1.09 |
0.00 |
0.2% |
0.00 |
Volume |
53,067 |
55,206 |
2,139 |
4.0% |
313,097 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.61 |
30.19 |
28.15 |
|
R3 |
29.49 |
29.07 |
27.84 |
|
R2 |
28.37 |
28.37 |
27.74 |
|
R1 |
27.95 |
27.95 |
27.63 |
28.16 |
PP |
27.25 |
27.25 |
27.25 |
27.36 |
S1 |
26.83 |
26.83 |
27.43 |
27.04 |
S2 |
26.13 |
26.13 |
27.32 |
|
S3 |
25.01 |
25.71 |
27.22 |
|
S4 |
23.89 |
24.59 |
26.91 |
|
|
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 |
28.05 |
25.70 |
2.35 |
8.5% |
1.16 |
4.2% |
78% |
False |
False |
68,736 |
10 |
30.40 |
25.70 |
4.70 |
17.1% |
1.13 |
4.1% |
39% |
False |
False |
63,666 |
20 |
30.40 |
25.70 |
4.70 |
17.1% |
1.06 |
3.8% |
39% |
False |
False |
57,177 |
40 |
30.40 |
24.00 |
6.40 |
23.2% |
1.06 |
3.8% |
55% |
False |
False |
53,426 |
60 |
30.40 |
21.94 |
8.46 |
30.7% |
0.92 |
3.4% |
66% |
False |
False |
49,897 |
80 |
30.40 |
21.78 |
8.62 |
31.3% |
0.90 |
3.3% |
67% |
False |
False |
49,412 |
100 |
30.40 |
21.18 |
9.22 |
33.5% |
0.91 |
3.3% |
69% |
False |
False |
51,456 |
120 |
30.40 |
21.18 |
9.22 |
33.5% |
0.94 |
3.4% |
69% |
False |
False |
51,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32.43 |
2.618 |
30.60 |
1.618 |
29.48 |
1.000 |
28.79 |
0.618 |
28.36 |
HIGH |
27.67 |
0.618 |
27.24 |
0.500 |
27.11 |
0.382 |
26.98 |
LOW |
26.55 |
0.618 |
25.86 |
1.000 |
25.43 |
1.618 |
24.74 |
2.618 |
23.62 |
4.250 |
21.79 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
27.39 |
27.37 |
PP |
27.25 |
27.20 |
S1 |
27.11 |
27.04 |
|