ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
19.60 |
19.50 |
-0.10 |
-0.5% |
18.64 |
| High |
19.74 |
19.63 |
-0.11 |
-0.6% |
19.50 |
| Low |
19.25 |
19.31 |
0.06 |
0.3% |
18.64 |
| Close |
19.60 |
19.61 |
0.01 |
0.1% |
19.48 |
| Range |
0.49 |
0.32 |
-0.17 |
-34.7% |
0.86 |
| ATR |
0.39 |
0.39 |
-0.01 |
-1.3% |
0.00 |
| Volume |
22,364 |
28,724 |
6,360 |
28.4% |
85,609 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.48 |
20.36 |
19.79 |
|
| R3 |
20.16 |
20.04 |
19.70 |
|
| R2 |
19.84 |
19.84 |
19.67 |
|
| R1 |
19.72 |
19.72 |
19.64 |
19.78 |
| PP |
19.52 |
19.52 |
19.52 |
19.55 |
| S1 |
19.40 |
19.40 |
19.58 |
19.46 |
| S2 |
19.20 |
19.20 |
19.55 |
|
| S3 |
18.88 |
19.08 |
19.52 |
|
| S4 |
18.56 |
18.76 |
19.43 |
|
|
| 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 |
20.99 |
|
2.618 |
20.47 |
|
1.618 |
20.15 |
|
1.000 |
19.95 |
|
0.618 |
19.83 |
|
HIGH |
19.63 |
|
0.618 |
19.51 |
|
0.500 |
19.47 |
|
0.382 |
19.43 |
|
LOW |
19.31 |
|
0.618 |
19.11 |
|
1.000 |
18.99 |
|
1.618 |
18.79 |
|
2.618 |
18.47 |
|
4.250 |
17.95 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
19.56 |
19.57 |
| PP |
19.52 |
19.53 |
| S1 |
19.47 |
19.50 |
|