ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
27.30 |
27.40 |
0.10 |
0.4% |
26.50 |
High |
27.72 |
27.43 |
-0.29 |
-1.0% |
27.95 |
Low |
27.12 |
26.02 |
-1.10 |
-4.1% |
26.31 |
Close |
27.36 |
26.12 |
-1.24 |
-4.5% |
26.95 |
Range |
0.60 |
1.41 |
0.81 |
135.0% |
1.64 |
ATR |
1.08 |
1.10 |
0.02 |
2.2% |
0.00 |
Volume |
48,103 |
52,132 |
4,029 |
8.4% |
335,347 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.75 |
29.85 |
26.90 |
|
R3 |
29.34 |
28.44 |
26.51 |
|
R2 |
27.93 |
27.93 |
26.38 |
|
R1 |
27.03 |
27.03 |
26.25 |
26.78 |
PP |
26.52 |
26.52 |
26.52 |
26.40 |
S1 |
25.62 |
25.62 |
25.99 |
25.37 |
S2 |
25.11 |
25.11 |
25.86 |
|
S3 |
23.70 |
24.21 |
25.73 |
|
S4 |
22.29 |
22.80 |
25.34 |
|
|
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 |
26.02 |
1.93 |
7.4% |
1.03 |
4.0% |
5% |
False |
True |
54,479 |
10 |
29.65 |
25.70 |
3.95 |
15.1% |
1.12 |
4.3% |
11% |
False |
False |
61,590 |
20 |
30.40 |
25.70 |
4.70 |
18.0% |
1.10 |
4.2% |
9% |
False |
False |
59,468 |
40 |
30.40 |
25.10 |
5.30 |
20.3% |
1.04 |
4.0% |
19% |
False |
False |
51,206 |
60 |
30.40 |
21.94 |
8.46 |
32.4% |
0.95 |
3.6% |
49% |
False |
False |
50,888 |
80 |
30.40 |
21.78 |
8.62 |
33.0% |
0.91 |
3.5% |
50% |
False |
False |
49,696 |
100 |
30.40 |
21.18 |
9.22 |
35.3% |
0.92 |
3.5% |
54% |
False |
False |
51,213 |
120 |
30.40 |
21.18 |
9.22 |
35.3% |
0.94 |
3.6% |
54% |
False |
False |
51,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.42 |
2.618 |
31.12 |
1.618 |
29.71 |
1.000 |
28.84 |
0.618 |
28.30 |
HIGH |
27.43 |
0.618 |
26.89 |
0.500 |
26.73 |
0.382 |
26.56 |
LOW |
26.02 |
0.618 |
25.15 |
1.000 |
24.61 |
1.618 |
23.74 |
2.618 |
22.33 |
4.250 |
20.03 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
26.73 |
26.99 |
PP |
26.52 |
26.70 |
S1 |
26.32 |
26.41 |
|