ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
24.10 |
23.81 |
-0.29 |
-1.2% |
23.15 |
| High |
24.62 |
23.90 |
-0.72 |
-2.9% |
25.43 |
| Low |
23.51 |
22.84 |
-0.67 |
-2.8% |
23.15 |
| Close |
24.00 |
23.12 |
-0.88 |
-3.7% |
23.78 |
| Range |
1.11 |
1.06 |
-0.05 |
-4.5% |
2.28 |
| ATR |
0.95 |
0.97 |
0.01 |
1.6% |
0.00 |
| Volume |
28,055 |
46,362 |
18,307 |
65.3% |
295,314 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.47 |
25.85 |
23.70 |
|
| R3 |
25.41 |
24.79 |
23.41 |
|
| R2 |
24.35 |
24.35 |
23.31 |
|
| R1 |
23.73 |
23.73 |
23.22 |
23.51 |
| PP |
23.29 |
23.29 |
23.29 |
23.18 |
| S1 |
22.67 |
22.67 |
23.02 |
22.45 |
| S2 |
22.23 |
22.23 |
22.93 |
|
| S3 |
21.17 |
21.61 |
22.83 |
|
| S4 |
20.11 |
20.55 |
22.54 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30.96 |
29.65 |
25.03 |
|
| R3 |
28.68 |
27.37 |
24.41 |
|
| R2 |
26.40 |
26.40 |
24.20 |
|
| R1 |
25.09 |
25.09 |
23.99 |
25.75 |
| PP |
24.12 |
24.12 |
24.12 |
24.45 |
| S1 |
22.81 |
22.81 |
23.57 |
23.47 |
| S2 |
21.84 |
21.84 |
23.36 |
|
| S3 |
19.56 |
20.53 |
23.15 |
|
| S4 |
17.28 |
18.25 |
22.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
25.37 |
22.84 |
2.53 |
10.9% |
0.95 |
4.1% |
11% |
False |
True |
47,250 |
| 10 |
25.43 |
22.63 |
2.80 |
12.1% |
0.91 |
3.9% |
18% |
False |
False |
57,119 |
| 20 |
25.43 |
22.45 |
2.98 |
12.9% |
0.94 |
4.1% |
22% |
False |
False |
58,793 |
| 40 |
26.25 |
22.15 |
4.10 |
17.7% |
1.01 |
4.4% |
24% |
False |
False |
52,705 |
| 60 |
26.25 |
18.52 |
7.73 |
33.4% |
0.83 |
3.6% |
60% |
False |
False |
43,818 |
| 80 |
26.25 |
16.61 |
9.64 |
41.7% |
0.75 |
3.2% |
68% |
False |
False |
37,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.41 |
|
2.618 |
26.68 |
|
1.618 |
25.62 |
|
1.000 |
24.96 |
|
0.618 |
24.56 |
|
HIGH |
23.90 |
|
0.618 |
23.50 |
|
0.500 |
23.37 |
|
0.382 |
23.24 |
|
LOW |
22.84 |
|
0.618 |
22.18 |
|
1.000 |
21.78 |
|
1.618 |
21.12 |
|
2.618 |
20.06 |
|
4.250 |
18.34 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.37 |
23.73 |
| PP |
23.29 |
23.53 |
| S1 |
23.20 |
23.32 |
|