ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
26.30 |
26.47 |
0.17 |
0.6% |
27.30 |
High |
26.66 |
26.90 |
0.24 |
0.9% |
27.72 |
Low |
25.48 |
26.20 |
0.72 |
2.8% |
25.48 |
Close |
26.47 |
26.80 |
0.33 |
1.2% |
26.80 |
Range |
1.18 |
0.70 |
-0.48 |
-40.7% |
2.24 |
ATR |
1.11 |
1.08 |
-0.03 |
-2.6% |
0.00 |
Volume |
43,407 |
31,439 |
-11,968 |
-27.6% |
175,081 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.73 |
28.47 |
27.19 |
|
R3 |
28.03 |
27.77 |
26.99 |
|
R2 |
27.33 |
27.33 |
26.93 |
|
R1 |
27.07 |
27.07 |
26.86 |
27.20 |
PP |
26.63 |
26.63 |
26.63 |
26.70 |
S1 |
26.37 |
26.37 |
26.74 |
26.50 |
S2 |
25.93 |
25.93 |
26.67 |
|
S3 |
25.23 |
25.67 |
26.61 |
|
S4 |
24.53 |
24.97 |
26.42 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.39 |
32.33 |
28.03 |
|
R3 |
31.15 |
30.09 |
27.42 |
|
R2 |
28.91 |
28.91 |
27.21 |
|
R1 |
27.85 |
27.85 |
27.01 |
27.26 |
PP |
26.67 |
26.67 |
26.67 |
26.37 |
S1 |
25.61 |
25.61 |
26.59 |
25.02 |
S2 |
24.43 |
24.43 |
26.39 |
|
S3 |
22.19 |
23.37 |
26.18 |
|
S4 |
19.95 |
21.13 |
25.57 |
|
|
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 |
9.2% |
1.02 |
3.8% |
53% |
False |
False |
47,793 |
10 |
28.05 |
25.48 |
2.57 |
9.6% |
1.09 |
4.1% |
51% |
False |
False |
58,264 |
20 |
30.40 |
25.48 |
4.92 |
18.4% |
1.10 |
4.1% |
27% |
False |
False |
57,764 |
40 |
30.40 |
25.10 |
5.30 |
19.8% |
1.03 |
3.8% |
32% |
False |
False |
49,712 |
60 |
30.40 |
21.94 |
8.46 |
31.6% |
0.97 |
3.6% |
57% |
False |
False |
50,815 |
80 |
30.40 |
21.78 |
8.62 |
32.2% |
0.91 |
3.4% |
58% |
False |
False |
49,513 |
100 |
30.40 |
21.18 |
9.22 |
34.4% |
0.92 |
3.4% |
61% |
False |
False |
51,007 |
120 |
30.40 |
21.18 |
9.22 |
34.4% |
0.94 |
3.5% |
61% |
False |
False |
51,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29.88 |
2.618 |
28.73 |
1.618 |
28.03 |
1.000 |
27.60 |
0.618 |
27.33 |
HIGH |
26.90 |
0.618 |
26.63 |
0.500 |
26.55 |
0.382 |
26.47 |
LOW |
26.20 |
0.618 |
25.77 |
1.000 |
25.50 |
1.618 |
25.07 |
2.618 |
24.37 |
4.250 |
23.23 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
26.72 |
26.69 |
PP |
26.63 |
26.57 |
S1 |
26.55 |
26.46 |
|