ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
24.50 |
25.09 |
0.59 |
2.4% |
27.30 |
| High |
25.22 |
25.09 |
-0.13 |
-0.5% |
27.72 |
| Low |
24.45 |
23.94 |
-0.51 |
-2.1% |
25.48 |
| Close |
25.11 |
24.45 |
-0.66 |
-2.6% |
26.80 |
| Range |
0.77 |
1.15 |
0.38 |
49.4% |
2.24 |
| ATR |
1.15 |
1.15 |
0.00 |
0.1% |
0.00 |
| Volume |
25,205 |
29,601 |
4,396 |
17.4% |
175,081 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.94 |
27.35 |
25.08 |
|
| R3 |
26.79 |
26.20 |
24.77 |
|
| R2 |
25.64 |
25.64 |
24.66 |
|
| R1 |
25.05 |
25.05 |
24.56 |
24.77 |
| PP |
24.49 |
24.49 |
24.49 |
24.36 |
| S1 |
23.90 |
23.90 |
24.34 |
23.62 |
| S2 |
23.34 |
23.34 |
24.24 |
|
| S3 |
22.19 |
22.75 |
24.13 |
|
| S4 |
21.04 |
21.60 |
23.82 |
|
|
| 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 |
23.94 |
3.06 |
12.5% |
1.25 |
5.1% |
17% |
False |
True |
30,129 |
| 10 |
27.95 |
23.94 |
4.01 |
16.4% |
1.18 |
4.8% |
13% |
False |
True |
41,338 |
| 20 |
30.40 |
23.94 |
6.46 |
26.4% |
1.15 |
4.7% |
8% |
False |
True |
53,072 |
| 40 |
30.40 |
23.94 |
6.46 |
26.4% |
1.07 |
4.4% |
8% |
False |
True |
48,491 |
| 60 |
30.40 |
21.94 |
8.46 |
34.6% |
1.01 |
4.1% |
30% |
False |
False |
49,958 |
| 80 |
30.40 |
21.78 |
8.62 |
35.3% |
0.94 |
3.8% |
31% |
False |
False |
48,888 |
| 100 |
30.40 |
21.18 |
9.22 |
37.7% |
0.94 |
3.9% |
35% |
False |
False |
49,609 |
| 120 |
30.40 |
21.18 |
9.22 |
37.7% |
0.96 |
3.9% |
35% |
False |
False |
51,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29.98 |
|
2.618 |
28.10 |
|
1.618 |
26.95 |
|
1.000 |
26.24 |
|
0.618 |
25.80 |
|
HIGH |
25.09 |
|
0.618 |
24.65 |
|
0.500 |
24.52 |
|
0.382 |
24.38 |
|
LOW |
23.94 |
|
0.618 |
23.23 |
|
1.000 |
22.79 |
|
1.618 |
22.08 |
|
2.618 |
20.93 |
|
4.250 |
19.05 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
24.52 |
24.71 |
| PP |
24.49 |
24.62 |
| S1 |
24.47 |
24.54 |
|