ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
26.50 |
27.00 |
0.50 |
1.9% |
29.90 |
| High |
27.12 |
27.44 |
0.32 |
1.2% |
30.40 |
| Low |
26.31 |
26.71 |
0.40 |
1.5% |
25.70 |
| Close |
26.60 |
27.07 |
0.47 |
1.8% |
26.17 |
| Range |
0.81 |
0.73 |
-0.08 |
-9.9% |
4.70 |
| ATR |
1.13 |
1.11 |
-0.02 |
-1.8% |
0.00 |
| Volume |
112,939 |
50,247 |
-62,692 |
-55.5% |
313,097 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.26 |
28.90 |
27.47 |
|
| R3 |
28.53 |
28.17 |
27.27 |
|
| R2 |
27.80 |
27.80 |
27.20 |
|
| R1 |
27.44 |
27.44 |
27.14 |
27.62 |
| PP |
27.07 |
27.07 |
27.07 |
27.17 |
| S1 |
26.71 |
26.71 |
27.00 |
26.89 |
| S2 |
26.34 |
26.34 |
26.94 |
|
| S3 |
25.61 |
25.98 |
26.87 |
|
| S4 |
24.88 |
25.25 |
26.67 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.52 |
38.55 |
28.76 |
|
| R3 |
36.82 |
33.85 |
27.46 |
|
| R2 |
32.12 |
32.12 |
27.03 |
|
| R1 |
29.15 |
29.15 |
26.60 |
28.29 |
| PP |
27.42 |
27.42 |
27.42 |
26.99 |
| S1 |
24.45 |
24.45 |
25.74 |
23.59 |
| S2 |
22.72 |
22.72 |
25.31 |
|
| S3 |
18.02 |
19.75 |
24.88 |
|
| S4 |
13.32 |
15.05 |
23.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
29.65 |
25.70 |
3.95 |
14.6% |
1.21 |
4.5% |
35% |
False |
False |
68,700 |
| 10 |
30.40 |
25.70 |
4.70 |
17.4% |
1.16 |
4.3% |
29% |
False |
False |
63,370 |
| 20 |
30.40 |
25.70 |
4.70 |
17.4% |
1.06 |
3.9% |
29% |
False |
False |
57,787 |
| 40 |
30.40 |
22.13 |
8.27 |
30.6% |
1.07 |
3.9% |
60% |
False |
False |
53,694 |
| 60 |
30.40 |
21.78 |
8.62 |
31.8% |
0.92 |
3.4% |
61% |
False |
False |
50,302 |
| 80 |
30.40 |
21.62 |
8.78 |
32.4% |
0.91 |
3.4% |
62% |
False |
False |
49,279 |
| 100 |
30.40 |
21.18 |
9.22 |
34.1% |
0.91 |
3.4% |
64% |
False |
False |
51,648 |
| 120 |
30.40 |
21.18 |
9.22 |
34.1% |
0.94 |
3.5% |
64% |
False |
False |
51,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30.54 |
|
2.618 |
29.35 |
|
1.618 |
28.62 |
|
1.000 |
28.17 |
|
0.618 |
27.89 |
|
HIGH |
27.44 |
|
0.618 |
27.16 |
|
0.500 |
27.08 |
|
0.382 |
26.99 |
|
LOW |
26.71 |
|
0.618 |
26.26 |
|
1.000 |
25.98 |
|
1.618 |
25.53 |
|
2.618 |
24.80 |
|
4.250 |
23.61 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
27.08 |
27.01 |
| PP |
27.07 |
26.94 |
| S1 |
27.07 |
26.88 |
|