ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
27.93 |
27.53 |
-0.40 |
-1.4% |
27.00 |
| High |
28.35 |
27.73 |
-0.62 |
-2.2% |
28.95 |
| Low |
27.31 |
26.70 |
-0.61 |
-2.2% |
27.00 |
| Close |
27.53 |
26.75 |
-0.78 |
-2.8% |
27.53 |
| Range |
1.04 |
1.03 |
-0.01 |
-1.0% |
1.95 |
| ATR |
0.97 |
0.97 |
0.00 |
0.5% |
0.00 |
| Volume |
50,819 |
46,316 |
-4,503 |
-8.9% |
211,749 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30.15 |
29.48 |
27.32 |
|
| R3 |
29.12 |
28.45 |
27.03 |
|
| R2 |
28.09 |
28.09 |
26.94 |
|
| R1 |
27.42 |
27.42 |
26.84 |
27.24 |
| PP |
27.06 |
27.06 |
27.06 |
26.97 |
| S1 |
26.39 |
26.39 |
26.66 |
26.21 |
| S2 |
26.03 |
26.03 |
26.56 |
|
| S3 |
25.00 |
25.36 |
26.47 |
|
| S4 |
23.97 |
24.33 |
26.18 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33.68 |
32.55 |
28.60 |
|
| R3 |
31.73 |
30.60 |
28.07 |
|
| R2 |
29.78 |
29.78 |
27.89 |
|
| R1 |
28.65 |
28.65 |
27.71 |
29.22 |
| PP |
27.83 |
27.83 |
27.83 |
28.11 |
| S1 |
26.70 |
26.70 |
27.35 |
27.27 |
| S2 |
25.88 |
25.88 |
27.17 |
|
| S3 |
23.93 |
24.75 |
26.99 |
|
| S4 |
21.98 |
22.80 |
26.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28.95 |
26.70 |
2.25 |
8.4% |
1.18 |
4.4% |
2% |
False |
True |
47,759 |
| 10 |
28.95 |
26.50 |
2.45 |
9.2% |
0.97 |
3.6% |
10% |
False |
False |
34,362 |
| 20 |
28.95 |
22.13 |
6.82 |
25.5% |
1.07 |
4.0% |
68% |
False |
False |
49,601 |
| 40 |
28.95 |
21.78 |
7.17 |
26.8% |
0.85 |
3.2% |
69% |
False |
False |
46,560 |
| 60 |
28.95 |
21.62 |
7.33 |
27.4% |
0.86 |
3.2% |
70% |
False |
False |
46,443 |
| 80 |
28.95 |
21.18 |
7.77 |
29.0% |
0.87 |
3.3% |
72% |
False |
False |
50,113 |
| 100 |
28.95 |
21.18 |
7.77 |
29.0% |
0.91 |
3.4% |
72% |
False |
False |
49,649 |
| 120 |
28.95 |
18.52 |
10.43 |
39.0% |
0.86 |
3.2% |
79% |
False |
False |
46,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
32.11 |
|
2.618 |
30.43 |
|
1.618 |
29.40 |
|
1.000 |
28.76 |
|
0.618 |
28.37 |
|
HIGH |
27.73 |
|
0.618 |
27.34 |
|
0.500 |
27.22 |
|
0.382 |
27.09 |
|
LOW |
26.70 |
|
0.618 |
26.06 |
|
1.000 |
25.67 |
|
1.618 |
25.03 |
|
2.618 |
24.00 |
|
4.250 |
22.32 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
27.22 |
27.83 |
| PP |
27.06 |
27.47 |
| S1 |
26.91 |
27.11 |
|