ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
17.35 |
16.99 |
-0.36 |
-2.1% |
17.55 |
High |
17.35 |
17.20 |
-0.15 |
-0.9% |
17.62 |
Low |
16.90 |
16.80 |
-0.10 |
-0.6% |
17.24 |
Close |
16.97 |
16.87 |
-0.10 |
-0.6% |
17.43 |
Range |
0.45 |
0.40 |
-0.05 |
-11.1% |
0.38 |
ATR |
|
|
|
|
|
Volume |
14,270 |
11,169 |
-3,101 |
-21.7% |
74,917 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.16 |
17.91 |
17.09 |
|
R3 |
17.76 |
17.51 |
16.98 |
|
R2 |
17.36 |
17.36 |
16.94 |
|
R1 |
17.11 |
17.11 |
16.91 |
17.04 |
PP |
16.96 |
16.96 |
16.96 |
16.92 |
S1 |
16.71 |
16.71 |
16.83 |
16.64 |
S2 |
16.56 |
16.56 |
16.80 |
|
S3 |
16.16 |
16.31 |
16.76 |
|
S4 |
15.76 |
15.91 |
16.65 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18.57 |
18.38 |
17.64 |
|
R3 |
18.19 |
18.00 |
17.53 |
|
R2 |
17.81 |
17.81 |
17.50 |
|
R1 |
17.62 |
17.62 |
17.46 |
17.53 |
PP |
17.43 |
17.43 |
17.43 |
17.38 |
S1 |
17.24 |
17.24 |
17.40 |
17.15 |
S2 |
17.05 |
17.05 |
17.36 |
|
S3 |
16.67 |
16.86 |
17.33 |
|
S4 |
16.29 |
16.48 |
17.22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.90 |
2.618 |
18.25 |
1.618 |
17.85 |
1.000 |
17.60 |
0.618 |
17.45 |
HIGH |
17.20 |
0.618 |
17.05 |
0.500 |
17.00 |
0.382 |
16.95 |
LOW |
16.80 |
0.618 |
16.55 |
1.000 |
16.40 |
1.618 |
16.15 |
2.618 |
15.75 |
4.250 |
15.10 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
17.00 |
17.17 |
PP |
16.96 |
17.07 |
S1 |
16.91 |
16.97 |
|