ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
25.88 |
25.60 |
-0.28 |
-1.1% |
23.30 |
High |
26.25 |
25.74 |
-0.51 |
-1.9% |
25.04 |
Low |
25.02 |
24.73 |
-0.29 |
-1.2% |
23.03 |
Close |
25.59 |
25.01 |
-0.58 |
-2.3% |
24.95 |
Range |
1.23 |
1.01 |
-0.22 |
-17.9% |
2.01 |
ATR |
0.86 |
0.87 |
0.01 |
1.2% |
0.00 |
Volume |
40,639 |
53,142 |
12,503 |
30.8% |
136,962 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.19 |
27.61 |
25.57 |
|
R3 |
27.18 |
26.60 |
25.29 |
|
R2 |
26.17 |
26.17 |
25.20 |
|
R1 |
25.59 |
25.59 |
25.10 |
25.38 |
PP |
25.16 |
25.16 |
25.16 |
25.05 |
S1 |
24.58 |
24.58 |
24.92 |
24.37 |
S2 |
24.15 |
24.15 |
24.82 |
|
S3 |
23.14 |
23.57 |
24.73 |
|
S4 |
22.13 |
22.56 |
24.45 |
|
|
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 |
26.25 |
23.74 |
2.51 |
10.0% |
0.97 |
3.9% |
51% |
False |
False |
41,227 |
10 |
26.25 |
22.70 |
3.55 |
14.2% |
0.96 |
3.8% |
65% |
False |
False |
38,983 |
20 |
26.25 |
20.57 |
5.68 |
22.7% |
1.02 |
4.1% |
78% |
False |
False |
44,882 |
40 |
26.25 |
18.17 |
8.08 |
32.3% |
0.70 |
2.8% |
85% |
False |
False |
33,356 |
60 |
26.25 |
16.61 |
9.64 |
38.5% |
0.62 |
2.5% |
87% |
False |
False |
28,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.03 |
2.618 |
28.38 |
1.618 |
27.37 |
1.000 |
26.75 |
0.618 |
26.36 |
HIGH |
25.74 |
0.618 |
25.35 |
0.500 |
25.24 |
0.382 |
25.12 |
LOW |
24.73 |
0.618 |
24.11 |
1.000 |
23.72 |
1.618 |
23.10 |
2.618 |
22.09 |
4.250 |
20.44 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
25.24 |
25.49 |
PP |
25.16 |
25.33 |
S1 |
25.09 |
25.17 |
|