ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
23.15 |
23.54 |
0.39 |
1.7% |
23.34 |
| High |
23.63 |
23.74 |
0.11 |
0.5% |
24.61 |
| Low |
23.03 |
23.16 |
0.13 |
0.6% |
22.70 |
| Close |
23.29 |
23.70 |
0.41 |
1.8% |
23.29 |
| Range |
0.60 |
0.58 |
-0.02 |
-3.3% |
1.91 |
| ATR |
0.83 |
0.81 |
-0.02 |
-2.1% |
0.00 |
| Volume |
25,435 |
24,378 |
-1,057 |
-4.2% |
217,807 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.27 |
25.07 |
24.02 |
|
| R3 |
24.69 |
24.49 |
23.86 |
|
| R2 |
24.11 |
24.11 |
23.81 |
|
| R1 |
23.91 |
23.91 |
23.75 |
24.01 |
| PP |
23.53 |
23.53 |
23.53 |
23.59 |
| S1 |
23.33 |
23.33 |
23.65 |
23.43 |
| S2 |
22.95 |
22.95 |
23.59 |
|
| S3 |
22.37 |
22.75 |
23.54 |
|
| S4 |
21.79 |
22.17 |
23.38 |
|
|
| 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 |
8.1% |
0.95 |
4.0% |
52% |
False |
False |
36,739 |
| 10 |
24.78 |
22.70 |
2.08 |
8.8% |
0.95 |
4.0% |
48% |
False |
False |
43,040 |
| 20 |
24.78 |
19.52 |
5.26 |
22.2% |
0.90 |
3.8% |
79% |
False |
False |
41,401 |
| 40 |
24.78 |
17.93 |
6.85 |
28.9% |
0.64 |
2.7% |
84% |
False |
False |
30,963 |
| 60 |
24.78 |
16.61 |
8.17 |
34.5% |
0.57 |
2.4% |
87% |
False |
False |
26,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.21 |
|
2.618 |
25.26 |
|
1.618 |
24.68 |
|
1.000 |
24.32 |
|
0.618 |
24.10 |
|
HIGH |
23.74 |
|
0.618 |
23.52 |
|
0.500 |
23.45 |
|
0.382 |
23.38 |
|
LOW |
23.16 |
|
0.618 |
22.80 |
|
1.000 |
22.58 |
|
1.618 |
22.22 |
|
2.618 |
21.64 |
|
4.250 |
20.70 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.62 |
23.62 |
| PP |
23.53 |
23.53 |
| S1 |
23.45 |
23.45 |
|