ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 15-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
18.83 |
19.00 |
0.17 |
0.9% |
18.44 |
High |
19.13 |
19.15 |
0.02 |
0.1% |
18.72 |
Low |
18.83 |
18.76 |
-0.07 |
-0.4% |
17.93 |
Close |
19.03 |
19.05 |
0.02 |
0.1% |
18.55 |
Range |
0.30 |
0.39 |
0.09 |
30.0% |
0.79 |
ATR |
0.45 |
0.45 |
0.00 |
-1.0% |
0.00 |
Volume |
22,627 |
24,742 |
2,115 |
9.3% |
108,931 |
|
Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.16 |
19.99 |
19.26 |
|
R3 |
19.77 |
19.60 |
19.16 |
|
R2 |
19.38 |
19.38 |
19.12 |
|
R1 |
19.21 |
19.21 |
19.09 |
19.30 |
PP |
18.99 |
18.99 |
18.99 |
19.03 |
S1 |
18.82 |
18.82 |
19.01 |
18.91 |
S2 |
18.60 |
18.60 |
18.98 |
|
S3 |
18.21 |
18.43 |
18.94 |
|
S4 |
17.82 |
18.04 |
18.84 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.77 |
20.45 |
18.98 |
|
R3 |
19.98 |
19.66 |
18.77 |
|
R2 |
19.19 |
19.19 |
18.69 |
|
R1 |
18.87 |
18.87 |
18.62 |
19.03 |
PP |
18.40 |
18.40 |
18.40 |
18.48 |
S1 |
18.08 |
18.08 |
18.48 |
18.24 |
S2 |
17.61 |
17.61 |
18.41 |
|
S3 |
16.82 |
17.29 |
18.33 |
|
S4 |
16.03 |
16.50 |
18.12 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20.81 |
2.618 |
20.17 |
1.618 |
19.78 |
1.000 |
19.54 |
0.618 |
19.39 |
HIGH |
19.15 |
0.618 |
19.00 |
0.500 |
18.96 |
0.382 |
18.91 |
LOW |
18.76 |
0.618 |
18.52 |
1.000 |
18.37 |
1.618 |
18.13 |
2.618 |
17.74 |
4.250 |
17.10 |
|
|
Fisher Pivots for day following 15-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
19.02 |
18.96 |
PP |
18.99 |
18.88 |
S1 |
18.96 |
18.79 |
|