ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
19.30 |
19.48 |
0.18 |
0.9% |
18.64 |
| High |
19.50 |
19.61 |
0.11 |
0.6% |
19.50 |
| Low |
19.25 |
19.47 |
0.22 |
1.1% |
18.64 |
| Close |
19.48 |
19.60 |
0.12 |
0.6% |
19.48 |
| Range |
0.25 |
0.14 |
-0.11 |
-44.0% |
0.86 |
| ATR |
0.40 |
0.38 |
-0.02 |
-4.7% |
0.00 |
| Volume |
36,451 |
16,244 |
-20,207 |
-55.4% |
85,609 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19.98 |
19.93 |
19.68 |
|
| R3 |
19.84 |
19.79 |
19.64 |
|
| R2 |
19.70 |
19.70 |
19.63 |
|
| R1 |
19.65 |
19.65 |
19.61 |
19.68 |
| PP |
19.56 |
19.56 |
19.56 |
19.57 |
| S1 |
19.51 |
19.51 |
19.59 |
19.54 |
| S2 |
19.42 |
19.42 |
19.57 |
|
| S3 |
19.28 |
19.37 |
19.56 |
|
| S4 |
19.14 |
19.23 |
19.52 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21.79 |
21.49 |
19.95 |
|
| R3 |
20.93 |
20.63 |
19.72 |
|
| R2 |
20.07 |
20.07 |
19.64 |
|
| R1 |
19.77 |
19.77 |
19.56 |
19.92 |
| PP |
19.21 |
19.21 |
19.21 |
19.28 |
| S1 |
18.91 |
18.91 |
19.40 |
19.06 |
| S2 |
18.35 |
18.35 |
19.32 |
|
| S3 |
17.49 |
18.05 |
19.24 |
|
| S4 |
16.63 |
17.19 |
19.01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20.21 |
|
2.618 |
19.98 |
|
1.618 |
19.84 |
|
1.000 |
19.75 |
|
0.618 |
19.70 |
|
HIGH |
19.61 |
|
0.618 |
19.56 |
|
0.500 |
19.54 |
|
0.382 |
19.52 |
|
LOW |
19.47 |
|
0.618 |
19.38 |
|
1.000 |
19.33 |
|
1.618 |
19.24 |
|
2.618 |
19.10 |
|
4.250 |
18.88 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
19.58 |
19.54 |
| PP |
19.56 |
19.48 |
| S1 |
19.54 |
19.42 |
|