ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
27.64 |
27.95 |
0.31 |
1.1% |
27.00 |
High |
28.28 |
28.34 |
0.06 |
0.2% |
28.95 |
Low |
27.40 |
27.70 |
0.30 |
1.1% |
27.00 |
Close |
28.04 |
27.76 |
-0.28 |
-1.0% |
27.53 |
Range |
0.88 |
0.64 |
-0.24 |
-27.3% |
1.95 |
ATR |
0.98 |
0.96 |
-0.02 |
-2.5% |
0.00 |
Volume |
62,651 |
50,842 |
-11,809 |
-18.8% |
211,749 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.85 |
29.45 |
28.11 |
|
R3 |
29.21 |
28.81 |
27.94 |
|
R2 |
28.57 |
28.57 |
27.88 |
|
R1 |
28.17 |
28.17 |
27.82 |
28.05 |
PP |
27.93 |
27.93 |
27.93 |
27.88 |
S1 |
27.53 |
27.53 |
27.70 |
27.41 |
S2 |
27.29 |
27.29 |
27.64 |
|
S3 |
26.65 |
26.89 |
27.58 |
|
S4 |
26.01 |
26.25 |
27.41 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.68 |
32.55 |
28.60 |
|
R3 |
31.73 |
30.60 |
28.07 |
|
R2 |
29.78 |
29.78 |
27.89 |
|
R1 |
28.65 |
28.65 |
27.71 |
29.22 |
PP |
27.83 |
27.83 |
27.83 |
28.11 |
S1 |
26.70 |
26.70 |
27.35 |
27.27 |
S2 |
25.88 |
25.88 |
27.17 |
|
S3 |
23.93 |
24.75 |
26.99 |
|
S4 |
21.98 |
22.80 |
26.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28.35 |
26.70 |
1.65 |
5.9% |
0.94 |
3.4% |
64% |
False |
False |
53,690 |
10 |
28.95 |
26.56 |
2.39 |
8.6% |
1.01 |
3.6% |
50% |
False |
False |
45,295 |
20 |
28.95 |
24.57 |
4.38 |
15.8% |
1.02 |
3.7% |
73% |
False |
False |
48,669 |
40 |
28.95 |
21.94 |
7.01 |
25.3% |
0.86 |
3.1% |
83% |
False |
False |
46,311 |
60 |
28.95 |
21.78 |
7.17 |
25.8% |
0.84 |
3.0% |
83% |
False |
False |
47,076 |
80 |
28.95 |
21.18 |
7.77 |
28.0% |
0.87 |
3.1% |
85% |
False |
False |
49,845 |
100 |
28.95 |
21.18 |
7.77 |
28.0% |
0.92 |
3.3% |
85% |
False |
False |
49,980 |
120 |
28.95 |
18.92 |
10.03 |
36.1% |
0.88 |
3.2% |
88% |
False |
False |
47,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31.06 |
2.618 |
30.02 |
1.618 |
29.38 |
1.000 |
28.98 |
0.618 |
28.74 |
HIGH |
28.34 |
0.618 |
28.10 |
0.500 |
28.02 |
0.382 |
27.94 |
LOW |
27.70 |
0.618 |
27.30 |
1.000 |
27.06 |
1.618 |
26.66 |
2.618 |
26.02 |
4.250 |
24.98 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
28.02 |
27.71 |
PP |
27.93 |
27.66 |
S1 |
27.85 |
27.61 |
|