ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
18.98 |
18.67 |
-0.31 |
-1.6% |
18.64 |
| High |
19.02 |
18.80 |
-0.22 |
-1.2% |
19.15 |
| Low |
18.57 |
18.52 |
-0.05 |
-0.3% |
18.43 |
| Close |
18.65 |
18.56 |
-0.09 |
-0.5% |
18.56 |
| Range |
0.45 |
0.28 |
-0.17 |
-37.8% |
0.72 |
| ATR |
0.45 |
0.44 |
-0.01 |
-2.7% |
0.00 |
| Volume |
20,752 |
17,006 |
-3,746 |
-18.1% |
102,010 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.47 |
19.29 |
18.71 |
|
| R3 |
19.19 |
19.01 |
18.64 |
|
| R2 |
18.91 |
18.91 |
18.61 |
|
| R1 |
18.73 |
18.73 |
18.59 |
18.68 |
| PP |
18.63 |
18.63 |
18.63 |
18.60 |
| S1 |
18.45 |
18.45 |
18.53 |
18.40 |
| S2 |
18.35 |
18.35 |
18.51 |
|
| S3 |
18.07 |
18.17 |
18.48 |
|
| S4 |
17.79 |
17.89 |
18.41 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.87 |
20.44 |
18.96 |
|
| R3 |
20.15 |
19.72 |
18.76 |
|
| R2 |
19.43 |
19.43 |
18.69 |
|
| R1 |
19.00 |
19.00 |
18.63 |
18.86 |
| PP |
18.71 |
18.71 |
18.71 |
18.64 |
| S1 |
18.28 |
18.28 |
18.49 |
18.14 |
| S2 |
17.99 |
17.99 |
18.43 |
|
| S3 |
17.27 |
17.56 |
18.36 |
|
| S4 |
16.55 |
16.84 |
18.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19.99 |
|
2.618 |
19.53 |
|
1.618 |
19.25 |
|
1.000 |
19.08 |
|
0.618 |
18.97 |
|
HIGH |
18.80 |
|
0.618 |
18.69 |
|
0.500 |
18.66 |
|
0.382 |
18.63 |
|
LOW |
18.52 |
|
0.618 |
18.35 |
|
1.000 |
18.24 |
|
1.618 |
18.07 |
|
2.618 |
17.79 |
|
4.250 |
17.33 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
18.66 |
18.84 |
| PP |
18.63 |
18.74 |
| S1 |
18.59 |
18.65 |
|