ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
27.58 |
27.30 |
-0.28 |
-1.0% |
26.50 |
| High |
27.95 |
27.72 |
-0.23 |
-0.8% |
27.95 |
| Low |
26.72 |
27.12 |
0.40 |
1.5% |
26.31 |
| Close |
26.95 |
27.36 |
0.41 |
1.5% |
26.95 |
| Range |
1.23 |
0.60 |
-0.63 |
-51.2% |
1.64 |
| ATR |
1.10 |
1.08 |
-0.02 |
-2.1% |
0.00 |
| Volume |
63,888 |
48,103 |
-15,785 |
-24.7% |
335,347 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.20 |
28.88 |
27.69 |
|
| R3 |
28.60 |
28.28 |
27.53 |
|
| R2 |
28.00 |
28.00 |
27.47 |
|
| R1 |
27.68 |
27.68 |
27.42 |
27.84 |
| PP |
27.40 |
27.40 |
27.40 |
27.48 |
| S1 |
27.08 |
27.08 |
27.31 |
27.24 |
| S2 |
26.80 |
26.80 |
27.25 |
|
| S3 |
26.20 |
26.48 |
27.20 |
|
| S4 |
25.60 |
25.88 |
27.03 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31.99 |
31.11 |
27.85 |
|
| R3 |
30.35 |
29.47 |
27.40 |
|
| R2 |
28.71 |
28.71 |
27.25 |
|
| R1 |
27.83 |
27.83 |
27.10 |
28.27 |
| PP |
27.07 |
27.07 |
27.07 |
27.29 |
| S1 |
26.19 |
26.19 |
26.80 |
26.63 |
| S2 |
25.43 |
25.43 |
26.65 |
|
| S3 |
23.79 |
24.55 |
26.50 |
|
| S4 |
22.15 |
22.91 |
26.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27.95 |
26.41 |
1.54 |
5.6% |
0.90 |
3.3% |
62% |
False |
False |
54,102 |
| 10 |
29.82 |
25.70 |
4.12 |
15.1% |
1.07 |
3.9% |
40% |
False |
False |
61,599 |
| 20 |
30.40 |
25.70 |
4.70 |
17.2% |
1.09 |
4.0% |
35% |
False |
False |
58,268 |
| 40 |
30.40 |
24.88 |
5.52 |
20.2% |
1.04 |
3.8% |
45% |
False |
False |
51,996 |
| 60 |
30.40 |
21.94 |
8.46 |
30.9% |
0.94 |
3.4% |
64% |
False |
False |
50,374 |
| 80 |
30.40 |
21.78 |
8.62 |
31.5% |
0.90 |
3.3% |
65% |
False |
False |
49,686 |
| 100 |
30.40 |
21.18 |
9.22 |
33.7% |
0.91 |
3.3% |
67% |
False |
False |
51,176 |
| 120 |
30.40 |
21.18 |
9.22 |
33.7% |
0.94 |
3.4% |
67% |
False |
False |
51,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30.27 |
|
2.618 |
29.29 |
|
1.618 |
28.69 |
|
1.000 |
28.32 |
|
0.618 |
28.09 |
|
HIGH |
27.72 |
|
0.618 |
27.49 |
|
0.500 |
27.42 |
|
0.382 |
27.35 |
|
LOW |
27.12 |
|
0.618 |
26.75 |
|
1.000 |
26.52 |
|
1.618 |
26.15 |
|
2.618 |
25.55 |
|
4.250 |
24.57 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
27.42 |
27.32 |
| PP |
27.40 |
27.29 |
| S1 |
27.38 |
27.25 |
|