ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
19.52 |
19.92 |
0.40 |
2.0% |
19.48 |
| High |
20.00 |
19.95 |
-0.05 |
-0.3% |
20.00 |
| Low |
19.52 |
19.63 |
0.11 |
0.6% |
19.25 |
| Close |
19.88 |
19.78 |
-0.10 |
-0.5% |
19.78 |
| Range |
0.48 |
0.32 |
-0.16 |
-33.3% |
0.75 |
| ATR |
0.39 |
0.39 |
-0.01 |
-1.3% |
0.00 |
| Volume |
11,452 |
33,331 |
21,879 |
191.0% |
112,115 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20.75 |
20.58 |
19.96 |
|
| R3 |
20.43 |
20.26 |
19.87 |
|
| R2 |
20.11 |
20.11 |
19.84 |
|
| R1 |
19.94 |
19.94 |
19.81 |
19.87 |
| PP |
19.79 |
19.79 |
19.79 |
19.75 |
| S1 |
19.62 |
19.62 |
19.75 |
19.55 |
| S2 |
19.47 |
19.47 |
19.72 |
|
| S3 |
19.15 |
19.30 |
19.69 |
|
| S4 |
18.83 |
18.98 |
19.60 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21.93 |
21.60 |
20.19 |
|
| R3 |
21.18 |
20.85 |
19.99 |
|
| R2 |
20.43 |
20.43 |
19.92 |
|
| R1 |
20.10 |
20.10 |
19.85 |
20.27 |
| PP |
19.68 |
19.68 |
19.68 |
19.76 |
| S1 |
19.35 |
19.35 |
19.71 |
19.52 |
| S2 |
18.93 |
18.93 |
19.64 |
|
| S3 |
18.18 |
18.60 |
19.57 |
|
| S4 |
17.43 |
17.85 |
19.37 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21.31 |
|
2.618 |
20.79 |
|
1.618 |
20.47 |
|
1.000 |
20.27 |
|
0.618 |
20.15 |
|
HIGH |
19.95 |
|
0.618 |
19.83 |
|
0.500 |
19.79 |
|
0.382 |
19.75 |
|
LOW |
19.63 |
|
0.618 |
19.43 |
|
1.000 |
19.31 |
|
1.618 |
19.11 |
|
2.618 |
18.79 |
|
4.250 |
18.27 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
19.79 |
19.74 |
| PP |
19.79 |
19.70 |
| S1 |
19.78 |
19.66 |
|