ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
23.20 |
24.22 |
1.02 |
4.4% |
19.80 |
| High |
24.67 |
24.78 |
0.11 |
0.4% |
22.06 |
| Low |
22.90 |
23.57 |
0.67 |
2.9% |
19.80 |
| Close |
24.32 |
23.71 |
-0.61 |
-2.5% |
22.03 |
| Range |
1.77 |
1.21 |
-0.56 |
-31.6% |
2.26 |
| ATR |
0.68 |
0.72 |
0.04 |
5.6% |
0.00 |
| Volume |
45,696 |
55,100 |
9,404 |
20.6% |
170,857 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.65 |
26.89 |
24.38 |
|
| R3 |
26.44 |
25.68 |
24.04 |
|
| R2 |
25.23 |
25.23 |
23.93 |
|
| R1 |
24.47 |
24.47 |
23.82 |
24.25 |
| PP |
24.02 |
24.02 |
24.02 |
23.91 |
| S1 |
23.26 |
23.26 |
23.60 |
23.04 |
| S2 |
22.81 |
22.81 |
23.49 |
|
| S3 |
21.60 |
22.05 |
23.38 |
|
| S4 |
20.39 |
20.84 |
23.04 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.08 |
27.31 |
23.27 |
|
| R3 |
25.82 |
25.05 |
22.65 |
|
| R2 |
23.56 |
23.56 |
22.44 |
|
| R1 |
22.79 |
22.79 |
22.24 |
23.18 |
| PP |
21.30 |
21.30 |
21.30 |
21.49 |
| S1 |
20.53 |
20.53 |
21.82 |
20.92 |
| S2 |
19.04 |
19.04 |
21.62 |
|
| S3 |
16.78 |
18.27 |
21.41 |
|
| S4 |
14.52 |
16.01 |
20.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29.92 |
|
2.618 |
27.95 |
|
1.618 |
26.74 |
|
1.000 |
25.99 |
|
0.618 |
25.53 |
|
HIGH |
24.78 |
|
0.618 |
24.32 |
|
0.500 |
24.18 |
|
0.382 |
24.03 |
|
LOW |
23.57 |
|
0.618 |
22.82 |
|
1.000 |
22.36 |
|
1.618 |
21.61 |
|
2.618 |
20.40 |
|
4.250 |
18.43 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
24.18 |
23.73 |
| PP |
24.02 |
23.72 |
| S1 |
23.87 |
23.72 |
|