ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
18.67 |
18.64 |
-0.03 |
-0.2% |
18.64 |
| High |
18.80 |
19.09 |
0.29 |
1.5% |
19.15 |
| Low |
18.52 |
18.64 |
0.12 |
0.6% |
18.43 |
| Close |
18.56 |
19.04 |
0.48 |
2.6% |
18.56 |
| Range |
0.28 |
0.45 |
0.17 |
60.7% |
0.72 |
| ATR |
0.44 |
0.44 |
0.01 |
1.5% |
0.00 |
| Volume |
17,006 |
8,500 |
-8,506 |
-50.0% |
102,010 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.27 |
20.11 |
19.29 |
|
| R3 |
19.82 |
19.66 |
19.16 |
|
| R2 |
19.37 |
19.37 |
19.12 |
|
| R1 |
19.21 |
19.21 |
19.08 |
19.29 |
| PP |
18.92 |
18.92 |
18.92 |
18.97 |
| S1 |
18.76 |
18.76 |
19.00 |
18.84 |
| S2 |
18.47 |
18.47 |
18.96 |
|
| S3 |
18.02 |
18.31 |
18.92 |
|
| S4 |
17.57 |
17.86 |
18.79 |
|
|
| 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 |
21.00 |
|
2.618 |
20.27 |
|
1.618 |
19.82 |
|
1.000 |
19.54 |
|
0.618 |
19.37 |
|
HIGH |
19.09 |
|
0.618 |
18.92 |
|
0.500 |
18.87 |
|
0.382 |
18.81 |
|
LOW |
18.64 |
|
0.618 |
18.36 |
|
1.000 |
18.19 |
|
1.618 |
17.91 |
|
2.618 |
17.46 |
|
4.250 |
16.73 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
18.98 |
18.96 |
| PP |
18.92 |
18.88 |
| S1 |
18.87 |
18.81 |
|