ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
25.00 |
24.50 |
-0.50 |
-2.0% |
27.30 |
| High |
25.48 |
25.22 |
-0.26 |
-1.0% |
27.72 |
| Low |
24.14 |
24.45 |
0.31 |
1.3% |
25.48 |
| Close |
24.37 |
25.11 |
0.74 |
3.0% |
26.80 |
| Range |
1.34 |
0.77 |
-0.57 |
-42.5% |
2.24 |
| ATR |
1.18 |
1.15 |
-0.02 |
-2.0% |
0.00 |
| Volume |
41,694 |
25,205 |
-16,489 |
-39.5% |
175,081 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.24 |
26.94 |
25.53 |
|
| R3 |
26.47 |
26.17 |
25.32 |
|
| R2 |
25.70 |
25.70 |
25.25 |
|
| R1 |
25.40 |
25.40 |
25.18 |
25.55 |
| PP |
24.93 |
24.93 |
24.93 |
25.00 |
| S1 |
24.63 |
24.63 |
25.04 |
24.78 |
| S2 |
24.16 |
24.16 |
24.97 |
|
| S3 |
23.39 |
23.86 |
24.90 |
|
| S4 |
22.62 |
23.09 |
24.69 |
|
|
| 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 |
27.00 |
24.14 |
2.86 |
11.4% |
1.26 |
5.0% |
34% |
False |
False |
32,890 |
| 10 |
27.95 |
24.14 |
3.81 |
15.2% |
1.14 |
4.6% |
25% |
False |
False |
43,684 |
| 20 |
30.40 |
24.14 |
6.26 |
24.9% |
1.15 |
4.6% |
15% |
False |
False |
53,527 |
| 40 |
30.40 |
24.14 |
6.26 |
24.9% |
1.06 |
4.2% |
15% |
False |
False |
48,405 |
| 60 |
30.40 |
21.94 |
8.46 |
33.7% |
1.00 |
4.0% |
37% |
False |
False |
50,171 |
| 80 |
30.40 |
21.78 |
8.62 |
34.3% |
0.93 |
3.7% |
39% |
False |
False |
49,063 |
| 100 |
30.40 |
21.18 |
9.22 |
36.7% |
0.94 |
3.8% |
43% |
False |
False |
49,919 |
| 120 |
30.40 |
21.18 |
9.22 |
36.7% |
0.96 |
3.8% |
43% |
False |
False |
51,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.49 |
|
2.618 |
27.24 |
|
1.618 |
26.47 |
|
1.000 |
25.99 |
|
0.618 |
25.70 |
|
HIGH |
25.22 |
|
0.618 |
24.93 |
|
0.500 |
24.84 |
|
0.382 |
24.74 |
|
LOW |
24.45 |
|
0.618 |
23.97 |
|
1.000 |
23.68 |
|
1.618 |
23.20 |
|
2.618 |
22.43 |
|
4.250 |
21.18 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
25.02 |
25.57 |
| PP |
24.93 |
25.42 |
| S1 |
24.84 |
25.26 |
|