ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
22.72 |
23.55 |
0.83 |
3.7% |
22.31 |
High |
23.52 |
23.98 |
0.46 |
2.0% |
23.98 |
Low |
22.53 |
22.45 |
-0.08 |
-0.4% |
22.15 |
Close |
23.42 |
22.86 |
-0.56 |
-2.4% |
22.86 |
Range |
0.99 |
1.53 |
0.54 |
54.5% |
1.83 |
ATR |
1.00 |
1.04 |
0.04 |
3.8% |
0.00 |
Volume |
57,639 |
55,481 |
-2,158 |
-3.7% |
207,905 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.69 |
26.80 |
23.70 |
|
R3 |
26.16 |
25.27 |
23.28 |
|
R2 |
24.63 |
24.63 |
23.14 |
|
R1 |
23.74 |
23.74 |
23.00 |
23.42 |
PP |
23.10 |
23.10 |
23.10 |
22.94 |
S1 |
22.21 |
22.21 |
22.72 |
21.89 |
S2 |
21.57 |
21.57 |
22.58 |
|
S3 |
20.04 |
20.68 |
22.44 |
|
S4 |
18.51 |
19.15 |
22.02 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.49 |
27.50 |
23.87 |
|
R3 |
26.66 |
25.67 |
23.36 |
|
R2 |
24.83 |
24.83 |
23.20 |
|
R1 |
23.84 |
23.84 |
23.03 |
24.34 |
PP |
23.00 |
23.00 |
23.00 |
23.24 |
S1 |
22.01 |
22.01 |
22.69 |
22.51 |
S2 |
21.17 |
21.17 |
22.52 |
|
S3 |
19.34 |
20.18 |
22.36 |
|
S4 |
17.51 |
18.35 |
21.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25.16 |
22.15 |
3.01 |
13.2% |
1.39 |
6.1% |
24% |
False |
False |
58,829 |
10 |
26.25 |
22.15 |
4.10 |
17.9% |
1.18 |
5.2% |
17% |
False |
False |
50,028 |
20 |
26.25 |
22.15 |
4.10 |
17.9% |
1.07 |
4.7% |
17% |
False |
False |
46,534 |
40 |
26.25 |
18.52 |
7.73 |
33.8% |
0.83 |
3.6% |
56% |
False |
False |
37,975 |
60 |
26.25 |
16.61 |
9.64 |
42.2% |
0.71 |
3.1% |
65% |
False |
False |
31,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
30.48 |
2.618 |
27.99 |
1.618 |
26.46 |
1.000 |
25.51 |
0.618 |
24.93 |
HIGH |
23.98 |
0.618 |
23.40 |
0.500 |
23.22 |
0.382 |
23.03 |
LOW |
22.45 |
0.618 |
21.50 |
1.000 |
20.92 |
1.618 |
19.97 |
2.618 |
18.44 |
4.250 |
15.95 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
23.22 |
23.07 |
PP |
23.10 |
23.00 |
S1 |
22.98 |
22.93 |
|