ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
26.47 |
26.95 |
0.48 |
1.8% |
27.30 |
| High |
26.90 |
27.00 |
0.10 |
0.4% |
27.72 |
| Low |
26.20 |
24.71 |
-1.49 |
-5.7% |
25.48 |
| Close |
26.80 |
24.79 |
-2.01 |
-7.5% |
26.80 |
| Range |
0.70 |
2.29 |
1.59 |
227.1% |
2.24 |
| ATR |
1.08 |
1.16 |
0.09 |
8.1% |
0.00 |
| Volume |
31,439 |
22,707 |
-8,732 |
-27.8% |
175,081 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32.37 |
30.87 |
26.05 |
|
| R3 |
30.08 |
28.58 |
25.42 |
|
| R2 |
27.79 |
27.79 |
25.21 |
|
| R1 |
26.29 |
26.29 |
25.00 |
25.90 |
| PP |
25.50 |
25.50 |
25.50 |
25.30 |
| S1 |
24.00 |
24.00 |
24.58 |
23.61 |
| S2 |
23.21 |
23.21 |
24.37 |
|
| S3 |
20.92 |
21.71 |
24.16 |
|
| S4 |
18.63 |
19.42 |
23.53 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33.39 |
32.33 |
28.03 |
|
| R3 |
31.15 |
30.09 |
27.42 |
|
| R2 |
28.91 |
28.91 |
27.21 |
|
| R1 |
27.85 |
27.85 |
27.01 |
27.26 |
| PP |
26.67 |
26.67 |
26.67 |
26.37 |
| S1 |
25.61 |
25.61 |
26.59 |
25.02 |
| S2 |
24.43 |
24.43 |
26.39 |
|
| S3 |
22.19 |
23.37 |
26.18 |
|
| S4 |
19.95 |
21.13 |
25.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27.72 |
24.71 |
3.01 |
12.1% |
1.24 |
5.0% |
3% |
False |
True |
39,557 |
| 10 |
27.95 |
24.71 |
3.24 |
13.1% |
1.09 |
4.4% |
2% |
False |
True |
53,313 |
| 20 |
30.40 |
24.71 |
5.69 |
23.0% |
1.17 |
4.7% |
1% |
False |
True |
55,254 |
| 40 |
30.40 |
24.71 |
5.69 |
23.0% |
1.06 |
4.3% |
1% |
False |
True |
48,995 |
| 60 |
30.40 |
21.94 |
8.46 |
34.1% |
0.99 |
4.0% |
34% |
False |
False |
50,417 |
| 80 |
30.40 |
21.78 |
8.62 |
34.8% |
0.93 |
3.7% |
35% |
False |
False |
49,363 |
| 100 |
30.40 |
21.18 |
9.22 |
37.2% |
0.94 |
3.8% |
39% |
False |
False |
50,325 |
| 120 |
30.40 |
21.18 |
9.22 |
37.2% |
0.95 |
3.8% |
39% |
False |
False |
51,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36.73 |
|
2.618 |
33.00 |
|
1.618 |
30.71 |
|
1.000 |
29.29 |
|
0.618 |
28.42 |
|
HIGH |
27.00 |
|
0.618 |
26.13 |
|
0.500 |
25.86 |
|
0.382 |
25.58 |
|
LOW |
24.71 |
|
0.618 |
23.29 |
|
1.000 |
22.42 |
|
1.618 |
21.00 |
|
2.618 |
18.71 |
|
4.250 |
14.98 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
25.86 |
25.86 |
| PP |
25.50 |
25.50 |
| S1 |
25.15 |
25.15 |
|