ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
17.81 |
18.02 |
0.21 |
1.2% |
17.35 |
| High |
18.25 |
18.68 |
0.43 |
2.4% |
17.35 |
| Low |
17.80 |
17.90 |
0.10 |
0.6% |
16.61 |
| Close |
18.04 |
18.65 |
0.61 |
3.4% |
17.04 |
| Range |
0.45 |
0.78 |
0.33 |
73.3% |
0.74 |
| ATR |
0.40 |
0.43 |
0.03 |
6.8% |
0.00 |
| Volume |
41,402 |
23,086 |
-18,316 |
-44.2% |
64,131 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.75 |
20.48 |
19.08 |
|
| R3 |
19.97 |
19.70 |
18.86 |
|
| R2 |
19.19 |
19.19 |
18.79 |
|
| R1 |
18.92 |
18.92 |
18.72 |
19.06 |
| PP |
18.41 |
18.41 |
18.41 |
18.48 |
| S1 |
18.14 |
18.14 |
18.58 |
18.28 |
| S2 |
17.63 |
17.63 |
18.51 |
|
| S3 |
16.85 |
17.36 |
18.44 |
|
| S4 |
16.07 |
16.58 |
18.22 |
|
|
| 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 |
22.00 |
|
2.618 |
20.72 |
|
1.618 |
19.94 |
|
1.000 |
19.46 |
|
0.618 |
19.16 |
|
HIGH |
18.68 |
|
0.618 |
18.38 |
|
0.500 |
18.29 |
|
0.382 |
18.20 |
|
LOW |
17.90 |
|
0.618 |
17.42 |
|
1.000 |
17.12 |
|
1.618 |
16.64 |
|
2.618 |
15.86 |
|
4.250 |
14.59 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
18.53 |
18.40 |
| PP |
18.41 |
18.14 |
| S1 |
18.29 |
17.89 |
|