ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
23.81 |
23.02 |
-0.79 |
-3.3% |
23.15 |
| High |
23.90 |
23.02 |
-0.88 |
-3.7% |
25.43 |
| Low |
22.84 |
21.80 |
-1.04 |
-4.6% |
23.15 |
| Close |
23.12 |
22.54 |
-0.58 |
-2.5% |
23.78 |
| Range |
1.06 |
1.22 |
0.16 |
15.1% |
2.28 |
| ATR |
0.97 |
0.99 |
0.03 |
2.6% |
0.00 |
| Volume |
46,362 |
57,131 |
10,769 |
23.2% |
295,314 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.11 |
25.55 |
23.21 |
|
| R3 |
24.89 |
24.33 |
22.88 |
|
| R2 |
23.67 |
23.67 |
22.76 |
|
| R1 |
23.11 |
23.11 |
22.65 |
22.78 |
| PP |
22.45 |
22.45 |
22.45 |
22.29 |
| S1 |
21.89 |
21.89 |
22.43 |
21.56 |
| S2 |
21.23 |
21.23 |
22.32 |
|
| S3 |
20.01 |
20.67 |
22.20 |
|
| S4 |
18.79 |
19.45 |
21.87 |
|
|
| 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 |
24.75 |
21.80 |
2.95 |
13.1% |
1.00 |
4.5% |
25% |
False |
True |
44,662 |
| 10 |
25.43 |
21.80 |
3.63 |
16.1% |
0.95 |
4.2% |
20% |
False |
True |
53,737 |
| 20 |
25.43 |
21.80 |
3.63 |
16.1% |
0.95 |
4.2% |
20% |
False |
True |
58,768 |
| 40 |
26.25 |
21.80 |
4.45 |
19.7% |
1.02 |
4.5% |
17% |
False |
True |
52,406 |
| 60 |
26.25 |
18.52 |
7.73 |
34.3% |
0.85 |
3.8% |
52% |
False |
False |
44,394 |
| 80 |
26.25 |
16.61 |
9.64 |
42.8% |
0.76 |
3.4% |
62% |
False |
False |
38,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.21 |
|
2.618 |
26.21 |
|
1.618 |
24.99 |
|
1.000 |
24.24 |
|
0.618 |
23.77 |
|
HIGH |
23.02 |
|
0.618 |
22.55 |
|
0.500 |
22.41 |
|
0.382 |
22.27 |
|
LOW |
21.80 |
|
0.618 |
21.05 |
|
1.000 |
20.58 |
|
1.618 |
19.83 |
|
2.618 |
18.61 |
|
4.250 |
16.62 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.50 |
23.21 |
| PP |
22.45 |
22.99 |
| S1 |
22.41 |
22.76 |
|