ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
23.30 |
23.15 |
-0.15 |
-0.6% |
23.34 |
| High |
23.86 |
23.63 |
-0.23 |
-1.0% |
24.61 |
| Low |
23.10 |
23.03 |
-0.07 |
-0.3% |
22.70 |
| Close |
23.25 |
23.29 |
0.04 |
0.2% |
23.29 |
| Range |
0.76 |
0.60 |
-0.16 |
-21.1% |
1.91 |
| ATR |
0.84 |
0.83 |
-0.02 |
-2.1% |
0.00 |
| Volume |
34,996 |
25,435 |
-9,561 |
-27.3% |
217,807 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.12 |
24.80 |
23.62 |
|
| R3 |
24.52 |
24.20 |
23.46 |
|
| R2 |
23.92 |
23.92 |
23.40 |
|
| R1 |
23.60 |
23.60 |
23.35 |
23.76 |
| PP |
23.32 |
23.32 |
23.32 |
23.40 |
| S1 |
23.00 |
23.00 |
23.24 |
23.16 |
| S2 |
22.72 |
22.72 |
23.18 |
|
| S3 |
22.12 |
22.40 |
23.13 |
|
| S4 |
21.52 |
21.80 |
22.96 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.26 |
28.19 |
24.34 |
|
| R3 |
27.35 |
26.28 |
23.82 |
|
| R2 |
25.44 |
25.44 |
23.64 |
|
| R1 |
24.37 |
24.37 |
23.47 |
23.95 |
| PP |
23.53 |
23.53 |
23.53 |
23.33 |
| S1 |
22.46 |
22.46 |
23.11 |
22.04 |
| S2 |
21.62 |
21.62 |
22.94 |
|
| S3 |
19.71 |
20.55 |
22.76 |
|
| S4 |
17.80 |
18.64 |
22.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.61 |
22.70 |
1.91 |
8.2% |
1.08 |
4.7% |
31% |
False |
False |
42,553 |
| 10 |
24.78 |
22.70 |
2.08 |
8.9% |
1.07 |
4.6% |
28% |
False |
False |
45,171 |
| 20 |
24.78 |
19.31 |
5.47 |
23.5% |
0.88 |
3.8% |
73% |
False |
False |
41,618 |
| 40 |
24.78 |
17.93 |
6.85 |
29.4% |
0.64 |
2.7% |
78% |
False |
False |
30,717 |
| 60 |
24.78 |
16.61 |
8.17 |
35.1% |
0.57 |
2.4% |
82% |
False |
False |
26,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.18 |
|
2.618 |
25.20 |
|
1.618 |
24.60 |
|
1.000 |
24.23 |
|
0.618 |
24.00 |
|
HIGH |
23.63 |
|
0.618 |
23.40 |
|
0.500 |
23.33 |
|
0.382 |
23.26 |
|
LOW |
23.03 |
|
0.618 |
22.66 |
|
1.000 |
22.43 |
|
1.618 |
22.06 |
|
2.618 |
21.46 |
|
4.250 |
20.48 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.33 |
23.38 |
| PP |
23.32 |
23.35 |
| S1 |
23.30 |
23.32 |
|