ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
16.98 |
17.17 |
0.19 |
1.1% |
17.35 |
| High |
17.24 |
17.99 |
0.75 |
4.4% |
17.35 |
| Low |
16.78 |
17.10 |
0.32 |
1.9% |
16.61 |
| Close |
17.20 |
17.95 |
0.75 |
4.4% |
17.04 |
| Range |
0.46 |
0.89 |
0.43 |
93.5% |
0.74 |
| ATR |
0.36 |
0.39 |
0.04 |
10.7% |
0.00 |
| Volume |
5,510 |
8,701 |
3,191 |
57.9% |
64,131 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.35 |
20.04 |
18.44 |
|
| R3 |
19.46 |
19.15 |
18.19 |
|
| R2 |
18.57 |
18.57 |
18.11 |
|
| R1 |
18.26 |
18.26 |
18.03 |
18.42 |
| PP |
17.68 |
17.68 |
17.68 |
17.76 |
| S1 |
17.37 |
17.37 |
17.87 |
17.53 |
| S2 |
16.79 |
16.79 |
17.79 |
|
| S3 |
15.90 |
16.48 |
17.71 |
|
| S4 |
15.01 |
15.59 |
17.46 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.22 |
18.87 |
17.45 |
|
| R3 |
18.48 |
18.13 |
17.24 |
|
| R2 |
17.74 |
17.74 |
17.18 |
|
| R1 |
17.39 |
17.39 |
17.11 |
17.20 |
| PP |
17.00 |
17.00 |
17.00 |
16.90 |
| S1 |
16.65 |
16.65 |
16.97 |
16.46 |
| S2 |
16.26 |
16.26 |
16.90 |
|
| S3 |
15.52 |
15.91 |
16.84 |
|
| S4 |
14.78 |
15.17 |
16.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21.77 |
|
2.618 |
20.32 |
|
1.618 |
19.43 |
|
1.000 |
18.88 |
|
0.618 |
18.54 |
|
HIGH |
17.99 |
|
0.618 |
17.65 |
|
0.500 |
17.55 |
|
0.382 |
17.44 |
|
LOW |
17.10 |
|
0.618 |
16.55 |
|
1.000 |
16.21 |
|
1.618 |
15.66 |
|
2.618 |
14.77 |
|
4.250 |
13.32 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
17.82 |
17.76 |
| PP |
17.68 |
17.57 |
| S1 |
17.55 |
17.39 |
|