ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
26.78 |
27.58 |
0.80 |
3.0% |
26.50 |
High |
27.67 |
27.95 |
0.28 |
1.0% |
27.95 |
Low |
26.55 |
26.72 |
0.17 |
0.6% |
26.31 |
Close |
27.53 |
26.95 |
-0.58 |
-2.1% |
26.95 |
Range |
1.12 |
1.23 |
0.11 |
9.8% |
1.64 |
ATR |
1.09 |
1.10 |
0.01 |
0.9% |
0.00 |
Volume |
55,206 |
63,888 |
8,682 |
15.7% |
335,347 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.90 |
30.15 |
27.63 |
|
R3 |
29.67 |
28.92 |
27.29 |
|
R2 |
28.44 |
28.44 |
27.18 |
|
R1 |
27.69 |
27.69 |
27.06 |
27.45 |
PP |
27.21 |
27.21 |
27.21 |
27.09 |
S1 |
26.46 |
26.46 |
26.84 |
26.22 |
S2 |
25.98 |
25.98 |
26.72 |
|
S3 |
24.75 |
25.23 |
26.61 |
|
S4 |
23.52 |
24.00 |
26.27 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31.99 |
31.11 |
27.85 |
|
R3 |
30.35 |
29.47 |
27.40 |
|
R2 |
28.71 |
28.71 |
27.25 |
|
R1 |
27.83 |
27.83 |
27.10 |
28.27 |
PP |
27.07 |
27.07 |
27.07 |
27.29 |
S1 |
26.19 |
26.19 |
26.80 |
26.63 |
S2 |
25.43 |
25.43 |
26.65 |
|
S3 |
23.79 |
24.55 |
26.50 |
|
S4 |
22.15 |
22.91 |
26.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27.95 |
26.31 |
1.64 |
6.1% |
0.94 |
3.5% |
39% |
True |
False |
67,069 |
10 |
30.40 |
25.70 |
4.70 |
17.4% |
1.13 |
4.2% |
27% |
False |
False |
64,844 |
20 |
30.40 |
25.70 |
4.70 |
17.4% |
1.09 |
4.0% |
27% |
False |
False |
57,829 |
40 |
30.40 |
24.57 |
5.83 |
21.6% |
1.05 |
3.9% |
41% |
False |
False |
53,249 |
60 |
30.40 |
21.94 |
8.46 |
31.4% |
0.93 |
3.5% |
59% |
False |
False |
50,150 |
80 |
30.40 |
21.78 |
8.62 |
32.0% |
0.90 |
3.4% |
60% |
False |
False |
49,764 |
100 |
30.40 |
21.18 |
9.22 |
34.2% |
0.91 |
3.4% |
63% |
False |
False |
51,442 |
120 |
30.40 |
21.18 |
9.22 |
34.2% |
0.95 |
3.5% |
63% |
False |
False |
51,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.18 |
2.618 |
31.17 |
1.618 |
29.94 |
1.000 |
29.18 |
0.618 |
28.71 |
HIGH |
27.95 |
0.618 |
27.48 |
0.500 |
27.34 |
0.382 |
27.19 |
LOW |
26.72 |
0.618 |
25.96 |
1.000 |
25.49 |
1.618 |
24.73 |
2.618 |
23.50 |
4.250 |
21.49 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
27.34 |
27.18 |
PP |
27.21 |
27.10 |
S1 |
27.08 |
27.03 |
|