ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
23.99 |
24.90 |
0.91 |
3.8% |
23.30 |
| High |
25.04 |
25.90 |
0.86 |
3.4% |
25.04 |
| Low |
23.99 |
24.74 |
0.75 |
3.1% |
23.03 |
| Close |
24.95 |
25.82 |
0.87 |
3.5% |
24.95 |
| Range |
1.05 |
1.16 |
0.11 |
10.5% |
2.01 |
| ATR |
0.81 |
0.83 |
0.03 |
3.1% |
0.00 |
| Volume |
27,239 |
60,203 |
32,964 |
121.0% |
136,962 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.97 |
28.55 |
26.46 |
|
| R3 |
27.81 |
27.39 |
26.14 |
|
| R2 |
26.65 |
26.65 |
26.03 |
|
| R1 |
26.23 |
26.23 |
25.93 |
26.44 |
| PP |
25.49 |
25.49 |
25.49 |
25.59 |
| S1 |
25.07 |
25.07 |
25.71 |
25.28 |
| S2 |
24.33 |
24.33 |
25.61 |
|
| S3 |
23.17 |
23.91 |
25.50 |
|
| S4 |
22.01 |
22.75 |
25.18 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30.37 |
29.67 |
26.06 |
|
| R3 |
28.36 |
27.66 |
25.50 |
|
| R2 |
26.35 |
26.35 |
25.32 |
|
| R1 |
25.65 |
25.65 |
25.13 |
26.00 |
| PP |
24.34 |
24.34 |
24.34 |
24.52 |
| S1 |
23.64 |
23.64 |
24.77 |
23.99 |
| S2 |
22.33 |
22.33 |
24.58 |
|
| S3 |
20.32 |
21.63 |
24.40 |
|
| S4 |
18.31 |
19.62 |
23.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
25.90 |
23.03 |
2.87 |
11.1% |
0.76 |
2.9% |
97% |
True |
False |
32,433 |
| 10 |
25.90 |
22.70 |
3.20 |
12.4% |
0.93 |
3.6% |
98% |
True |
False |
38,007 |
| 20 |
25.90 |
20.19 |
5.71 |
22.1% |
0.95 |
3.7% |
99% |
True |
False |
43,636 |
| 40 |
25.90 |
17.93 |
7.97 |
30.9% |
0.68 |
2.6% |
99% |
True |
False |
32,336 |
| 60 |
25.90 |
16.61 |
9.29 |
36.0% |
0.59 |
2.3% |
99% |
True |
False |
27,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30.83 |
|
2.618 |
28.94 |
|
1.618 |
27.78 |
|
1.000 |
27.06 |
|
0.618 |
26.62 |
|
HIGH |
25.90 |
|
0.618 |
25.46 |
|
0.500 |
25.32 |
|
0.382 |
25.18 |
|
LOW |
24.74 |
|
0.618 |
24.02 |
|
1.000 |
23.58 |
|
1.618 |
22.86 |
|
2.618 |
21.70 |
|
4.250 |
19.81 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
25.65 |
25.49 |
| PP |
25.49 |
25.15 |
| S1 |
25.32 |
24.82 |
|