ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
27.50 |
27.63 |
0.13 |
0.5% |
27.05 |
| High |
28.90 |
28.55 |
-0.35 |
-1.2% |
27.49 |
| Low |
27.34 |
27.30 |
-0.04 |
-0.1% |
26.55 |
| Close |
27.64 |
28.41 |
0.77 |
2.8% |
26.95 |
| Range |
1.56 |
1.25 |
-0.31 |
-19.9% |
0.94 |
| ATR |
0.93 |
0.95 |
0.02 |
2.4% |
0.00 |
| Volume |
34,840 |
58,071 |
23,231 |
66.7% |
59,387 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31.84 |
31.37 |
29.10 |
|
| R3 |
30.59 |
30.12 |
28.75 |
|
| R2 |
29.34 |
29.34 |
28.64 |
|
| R1 |
28.87 |
28.87 |
28.52 |
29.11 |
| PP |
28.09 |
28.09 |
28.09 |
28.20 |
| S1 |
27.62 |
27.62 |
28.30 |
27.86 |
| S2 |
26.84 |
26.84 |
28.18 |
|
| S3 |
25.59 |
26.37 |
28.07 |
|
| S4 |
24.34 |
25.12 |
27.72 |
|
|
| 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 |
28.90 |
26.55 |
2.35 |
8.3% |
1.05 |
3.7% |
79% |
False |
False |
30,752 |
| 10 |
28.90 |
25.10 |
3.80 |
13.4% |
0.97 |
3.4% |
87% |
False |
False |
33,963 |
| 20 |
28.90 |
22.09 |
6.81 |
24.0% |
0.98 |
3.4% |
93% |
False |
False |
47,489 |
| 40 |
28.90 |
21.78 |
7.12 |
25.1% |
0.84 |
3.0% |
93% |
False |
False |
46,442 |
| 60 |
28.90 |
21.18 |
7.72 |
27.2% |
0.86 |
3.0% |
94% |
False |
False |
48,011 |
| 80 |
28.90 |
21.18 |
7.72 |
27.2% |
0.88 |
3.1% |
94% |
False |
False |
50,707 |
| 100 |
28.90 |
21.18 |
7.72 |
27.2% |
0.92 |
3.2% |
94% |
False |
False |
49,889 |
| 120 |
28.90 |
18.52 |
10.38 |
36.5% |
0.85 |
3.0% |
95% |
False |
False |
45,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
33.86 |
|
2.618 |
31.82 |
|
1.618 |
30.57 |
|
1.000 |
29.80 |
|
0.618 |
29.32 |
|
HIGH |
28.55 |
|
0.618 |
28.07 |
|
0.500 |
27.93 |
|
0.382 |
27.78 |
|
LOW |
27.30 |
|
0.618 |
26.53 |
|
1.000 |
26.05 |
|
1.618 |
25.28 |
|
2.618 |
24.03 |
|
4.250 |
21.99 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
28.25 |
28.26 |
| PP |
28.09 |
28.10 |
| S1 |
27.93 |
27.95 |
|