ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
25.09 |
24.40 |
-0.69 |
-2.8% |
26.95 |
| High |
25.09 |
24.67 |
-0.42 |
-1.7% |
27.00 |
| Low |
23.94 |
23.67 |
-0.27 |
-1.1% |
23.67 |
| Close |
24.45 |
24.13 |
-0.32 |
-1.3% |
24.13 |
| Range |
1.15 |
1.00 |
-0.15 |
-13.0% |
3.33 |
| ATR |
1.15 |
1.14 |
-0.01 |
-1.0% |
0.00 |
| Volume |
29,601 |
19,396 |
-10,205 |
-34.5% |
138,603 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.16 |
26.64 |
24.68 |
|
| R3 |
26.16 |
25.64 |
24.41 |
|
| R2 |
25.16 |
25.16 |
24.31 |
|
| R1 |
24.64 |
24.64 |
24.22 |
24.40 |
| PP |
24.16 |
24.16 |
24.16 |
24.04 |
| S1 |
23.64 |
23.64 |
24.04 |
23.40 |
| S2 |
23.16 |
23.16 |
23.95 |
|
| S3 |
22.16 |
22.64 |
23.86 |
|
| S4 |
21.16 |
21.64 |
23.58 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.92 |
32.86 |
25.96 |
|
| R3 |
31.59 |
29.53 |
25.05 |
|
| R2 |
28.26 |
28.26 |
24.74 |
|
| R1 |
26.20 |
26.20 |
24.44 |
25.57 |
| PP |
24.93 |
24.93 |
24.93 |
24.62 |
| S1 |
22.87 |
22.87 |
23.82 |
22.24 |
| S2 |
21.60 |
21.60 |
23.52 |
|
| S3 |
18.27 |
19.54 |
23.21 |
|
| S4 |
14.94 |
16.21 |
22.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27.00 |
23.67 |
3.33 |
13.8% |
1.31 |
5.4% |
14% |
False |
True |
27,720 |
| 10 |
27.95 |
23.67 |
4.28 |
17.7% |
1.17 |
4.8% |
11% |
False |
True |
37,757 |
| 20 |
30.40 |
23.67 |
6.73 |
27.9% |
1.15 |
4.8% |
7% |
False |
True |
50,711 |
| 40 |
30.40 |
23.67 |
6.73 |
27.9% |
1.08 |
4.5% |
7% |
False |
True |
48,531 |
| 60 |
30.40 |
22.09 |
8.31 |
34.4% |
1.02 |
4.2% |
25% |
False |
False |
49,622 |
| 80 |
30.40 |
21.78 |
8.62 |
35.7% |
0.94 |
3.9% |
27% |
False |
False |
48,693 |
| 100 |
30.40 |
21.18 |
9.22 |
38.2% |
0.94 |
3.9% |
32% |
False |
False |
49,044 |
| 120 |
30.40 |
21.18 |
9.22 |
38.2% |
0.96 |
4.0% |
32% |
False |
False |
50,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.92 |
|
2.618 |
27.29 |
|
1.618 |
26.29 |
|
1.000 |
25.67 |
|
0.618 |
25.29 |
|
HIGH |
24.67 |
|
0.618 |
24.29 |
|
0.500 |
24.17 |
|
0.382 |
24.05 |
|
LOW |
23.67 |
|
0.618 |
23.05 |
|
1.000 |
22.67 |
|
1.618 |
22.05 |
|
2.618 |
21.05 |
|
4.250 |
19.42 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
24.17 |
24.45 |
| PP |
24.16 |
24.34 |
| S1 |
24.14 |
24.24 |
|