ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
19.80 |
20.29 |
0.49 |
2.5% |
19.48 |
| High |
20.44 |
20.67 |
0.23 |
1.1% |
20.00 |
| Low |
19.80 |
20.19 |
0.39 |
2.0% |
19.25 |
| Close |
20.29 |
20.60 |
0.31 |
1.5% |
19.78 |
| Range |
0.64 |
0.48 |
-0.16 |
-25.0% |
0.75 |
| ATR |
0.41 |
0.41 |
0.01 |
1.3% |
0.00 |
| Volume |
22,876 |
36,719 |
13,843 |
60.5% |
112,115 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21.93 |
21.74 |
20.86 |
|
| R3 |
21.45 |
21.26 |
20.73 |
|
| R2 |
20.97 |
20.97 |
20.69 |
|
| R1 |
20.78 |
20.78 |
20.64 |
20.88 |
| PP |
20.49 |
20.49 |
20.49 |
20.53 |
| S1 |
20.30 |
20.30 |
20.56 |
20.40 |
| S2 |
20.01 |
20.01 |
20.51 |
|
| S3 |
19.53 |
19.82 |
20.47 |
|
| S4 |
19.05 |
19.34 |
20.34 |
|
|
| 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 |
22.71 |
|
2.618 |
21.93 |
|
1.618 |
21.45 |
|
1.000 |
21.15 |
|
0.618 |
20.97 |
|
HIGH |
20.67 |
|
0.618 |
20.49 |
|
0.500 |
20.43 |
|
0.382 |
20.37 |
|
LOW |
20.19 |
|
0.618 |
19.89 |
|
1.000 |
19.71 |
|
1.618 |
19.41 |
|
2.618 |
18.93 |
|
4.250 |
18.15 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
20.54 |
20.45 |
| PP |
20.49 |
20.30 |
| S1 |
20.43 |
20.15 |
|