ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
26.95 |
25.00 |
-1.95 |
-7.2% |
27.30 |
High |
27.00 |
25.48 |
-1.52 |
-5.6% |
27.72 |
Low |
24.71 |
24.14 |
-0.57 |
-2.3% |
25.48 |
Close |
24.79 |
24.37 |
-0.42 |
-1.7% |
26.80 |
Range |
2.29 |
1.34 |
-0.95 |
-41.5% |
2.24 |
ATR |
1.16 |
1.18 |
0.01 |
1.1% |
0.00 |
Volume |
22,707 |
41,694 |
18,987 |
83.6% |
175,081 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.68 |
27.87 |
25.11 |
|
R3 |
27.34 |
26.53 |
24.74 |
|
R2 |
26.00 |
26.00 |
24.62 |
|
R1 |
25.19 |
25.19 |
24.49 |
24.93 |
PP |
24.66 |
24.66 |
24.66 |
24.53 |
S1 |
23.85 |
23.85 |
24.25 |
23.59 |
S2 |
23.32 |
23.32 |
24.12 |
|
S3 |
21.98 |
22.51 |
24.00 |
|
S4 |
20.64 |
21.17 |
23.63 |
|
|
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 |
27.43 |
24.14 |
3.29 |
13.5% |
1.38 |
5.7% |
7% |
False |
True |
38,275 |
10 |
27.95 |
24.14 |
3.81 |
15.6% |
1.14 |
4.7% |
6% |
False |
True |
46,189 |
20 |
30.40 |
24.14 |
6.26 |
25.7% |
1.16 |
4.7% |
4% |
False |
True |
54,985 |
40 |
30.40 |
24.14 |
6.26 |
25.7% |
1.06 |
4.3% |
4% |
False |
True |
49,093 |
60 |
30.40 |
21.94 |
8.46 |
34.7% |
1.00 |
4.1% |
29% |
False |
False |
50,436 |
80 |
30.40 |
21.78 |
8.62 |
35.4% |
0.94 |
3.8% |
30% |
False |
False |
49,229 |
100 |
30.40 |
21.18 |
9.22 |
37.8% |
0.94 |
3.9% |
35% |
False |
False |
50,139 |
120 |
30.40 |
21.18 |
9.22 |
37.8% |
0.96 |
3.9% |
35% |
False |
False |
51,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31.18 |
2.618 |
28.99 |
1.618 |
27.65 |
1.000 |
26.82 |
0.618 |
26.31 |
HIGH |
25.48 |
0.618 |
24.97 |
0.500 |
24.81 |
0.382 |
24.65 |
LOW |
24.14 |
0.618 |
23.31 |
1.000 |
22.80 |
1.618 |
21.97 |
2.618 |
20.63 |
4.250 |
18.45 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
24.81 |
25.57 |
PP |
24.66 |
25.17 |
S1 |
24.52 |
24.77 |
|