ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
27.40 |
26.30 |
-1.10 |
-4.0% |
26.50 |
High |
27.43 |
26.66 |
-0.77 |
-2.8% |
27.95 |
Low |
26.02 |
25.48 |
-0.54 |
-2.1% |
26.31 |
Close |
26.12 |
26.47 |
0.35 |
1.3% |
26.95 |
Range |
1.41 |
1.18 |
-0.23 |
-16.3% |
1.64 |
ATR |
1.10 |
1.11 |
0.01 |
0.5% |
0.00 |
Volume |
52,132 |
43,407 |
-8,725 |
-16.7% |
335,347 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.74 |
29.29 |
27.12 |
|
R3 |
28.56 |
28.11 |
26.79 |
|
R2 |
27.38 |
27.38 |
26.69 |
|
R1 |
26.93 |
26.93 |
26.58 |
27.16 |
PP |
26.20 |
26.20 |
26.20 |
26.32 |
S1 |
25.75 |
25.75 |
26.36 |
25.98 |
S2 |
25.02 |
25.02 |
26.25 |
|
S3 |
23.84 |
24.57 |
26.15 |
|
S4 |
22.66 |
23.39 |
25.82 |
|
|
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 |
25.48 |
2.47 |
9.3% |
1.11 |
4.2% |
40% |
False |
True |
52,547 |
10 |
28.54 |
25.48 |
3.06 |
11.6% |
1.12 |
4.2% |
32% |
False |
True |
61,167 |
20 |
30.40 |
25.48 |
4.92 |
18.6% |
1.12 |
4.2% |
20% |
False |
True |
58,931 |
40 |
30.40 |
25.10 |
5.30 |
20.0% |
1.04 |
3.9% |
26% |
False |
False |
50,655 |
60 |
30.40 |
21.94 |
8.46 |
32.0% |
0.97 |
3.6% |
54% |
False |
False |
50,885 |
80 |
30.40 |
21.78 |
8.62 |
32.6% |
0.91 |
3.4% |
54% |
False |
False |
49,706 |
100 |
30.40 |
21.18 |
9.22 |
34.8% |
0.93 |
3.5% |
57% |
False |
False |
51,229 |
120 |
30.40 |
21.18 |
9.22 |
34.8% |
0.94 |
3.5% |
57% |
False |
False |
51,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31.68 |
2.618 |
29.75 |
1.618 |
28.57 |
1.000 |
27.84 |
0.618 |
27.39 |
HIGH |
26.66 |
0.618 |
26.21 |
0.500 |
26.07 |
0.382 |
25.93 |
LOW |
25.48 |
0.618 |
24.75 |
1.000 |
24.30 |
1.618 |
23.57 |
2.618 |
22.39 |
4.250 |
20.47 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
26.34 |
26.60 |
PP |
26.20 |
26.56 |
S1 |
26.07 |
26.51 |
|