ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
26.96 |
27.00 |
0.04 |
0.1% |
27.05 |
High |
27.30 |
27.83 |
0.53 |
1.9% |
27.49 |
Low |
26.56 |
27.00 |
0.44 |
1.7% |
26.55 |
Close |
26.95 |
27.62 |
0.67 |
2.5% |
26.95 |
Range |
0.74 |
0.83 |
0.09 |
12.2% |
0.94 |
ATR |
0.88 |
0.88 |
0.00 |
0.0% |
0.00 |
Volume |
23,570 |
19,268 |
-4,302 |
-18.3% |
59,387 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.97 |
29.63 |
28.08 |
|
R3 |
29.14 |
28.80 |
27.85 |
|
R2 |
28.31 |
28.31 |
27.77 |
|
R1 |
27.97 |
27.97 |
27.70 |
28.14 |
PP |
27.48 |
27.48 |
27.48 |
27.57 |
S1 |
27.14 |
27.14 |
27.54 |
27.31 |
S2 |
26.65 |
26.65 |
27.47 |
|
S3 |
25.82 |
26.31 |
27.39 |
|
S4 |
24.99 |
25.48 |
27.16 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.82 |
29.32 |
27.47 |
|
R3 |
28.88 |
28.38 |
27.21 |
|
R2 |
27.94 |
27.94 |
27.12 |
|
R1 |
27.44 |
27.44 |
27.04 |
27.22 |
PP |
27.00 |
27.00 |
27.00 |
26.89 |
S1 |
26.50 |
26.50 |
26.86 |
26.28 |
S2 |
26.06 |
26.06 |
26.78 |
|
S3 |
25.12 |
25.56 |
26.69 |
|
S4 |
24.18 |
24.62 |
26.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27.83 |
26.50 |
1.33 |
4.8% |
0.76 |
2.8% |
84% |
True |
False |
20,966 |
10 |
27.83 |
25.10 |
2.73 |
9.9% |
0.94 |
3.4% |
92% |
True |
False |
38,131 |
20 |
27.83 |
22.09 |
5.74 |
20.8% |
0.93 |
3.4% |
96% |
True |
False |
48,283 |
40 |
27.83 |
21.78 |
6.05 |
21.9% |
0.81 |
2.9% |
97% |
True |
False |
46,616 |
60 |
27.83 |
21.18 |
6.65 |
24.1% |
0.85 |
3.1% |
97% |
True |
False |
47,703 |
80 |
27.83 |
21.18 |
6.65 |
24.1% |
0.89 |
3.2% |
97% |
True |
False |
51,305 |
100 |
27.83 |
21.17 |
6.66 |
24.1% |
0.92 |
3.3% |
97% |
True |
False |
50,142 |
120 |
27.83 |
18.17 |
9.66 |
35.0% |
0.83 |
3.0% |
98% |
True |
False |
45,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31.36 |
2.618 |
30.00 |
1.618 |
29.17 |
1.000 |
28.66 |
0.618 |
28.34 |
HIGH |
27.83 |
0.618 |
27.51 |
0.500 |
27.42 |
0.382 |
27.32 |
LOW |
27.00 |
0.618 |
26.49 |
1.000 |
26.17 |
1.618 |
25.66 |
2.618 |
24.83 |
4.250 |
23.47 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
27.55 |
27.48 |
PP |
27.48 |
27.33 |
S1 |
27.42 |
27.19 |
|