ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
23.02 |
22.50 |
-0.52 |
-2.3% |
23.88 |
| High |
23.02 |
22.96 |
-0.06 |
-0.3% |
24.62 |
| Low |
21.80 |
21.18 |
-0.62 |
-2.8% |
21.18 |
| Close |
22.54 |
21.24 |
-1.30 |
-5.8% |
21.24 |
| Range |
1.22 |
1.78 |
0.56 |
45.9% |
3.44 |
| ATR |
0.99 |
1.05 |
0.06 |
5.7% |
0.00 |
| Volume |
57,131 |
94,601 |
37,470 |
65.6% |
276,369 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.13 |
25.97 |
22.22 |
|
| R3 |
25.35 |
24.19 |
21.73 |
|
| R2 |
23.57 |
23.57 |
21.57 |
|
| R1 |
22.41 |
22.41 |
21.40 |
22.10 |
| PP |
21.79 |
21.79 |
21.79 |
21.64 |
| S1 |
20.63 |
20.63 |
21.08 |
20.32 |
| S2 |
20.01 |
20.01 |
20.91 |
|
| S3 |
18.23 |
18.85 |
20.75 |
|
| S4 |
16.45 |
17.07 |
20.26 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32.67 |
30.39 |
23.13 |
|
| R3 |
29.23 |
26.95 |
22.19 |
|
| R2 |
25.79 |
25.79 |
21.87 |
|
| R1 |
23.51 |
23.51 |
21.56 |
22.93 |
| PP |
22.35 |
22.35 |
22.35 |
22.06 |
| S1 |
20.07 |
20.07 |
20.92 |
19.49 |
| S2 |
18.91 |
18.91 |
20.61 |
|
| S3 |
15.47 |
16.63 |
20.29 |
|
| S4 |
12.03 |
13.19 |
19.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.62 |
21.18 |
3.44 |
16.2% |
1.15 |
5.4% |
2% |
False |
True |
55,273 |
| 10 |
25.43 |
21.18 |
4.25 |
20.0% |
1.07 |
5.0% |
1% |
False |
True |
57,168 |
| 20 |
25.43 |
21.18 |
4.25 |
20.0% |
0.97 |
4.6% |
1% |
False |
True |
60,724 |
| 40 |
26.25 |
21.18 |
5.07 |
23.9% |
1.02 |
4.8% |
1% |
False |
True |
53,629 |
| 60 |
26.25 |
18.52 |
7.73 |
36.4% |
0.87 |
4.1% |
35% |
False |
False |
45,558 |
| 80 |
26.25 |
16.61 |
9.64 |
45.4% |
0.77 |
3.6% |
48% |
False |
False |
39,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30.53 |
|
2.618 |
27.62 |
|
1.618 |
25.84 |
|
1.000 |
24.74 |
|
0.618 |
24.06 |
|
HIGH |
22.96 |
|
0.618 |
22.28 |
|
0.500 |
22.07 |
|
0.382 |
21.86 |
|
LOW |
21.18 |
|
0.618 |
20.08 |
|
1.000 |
19.40 |
|
1.618 |
18.30 |
|
2.618 |
16.52 |
|
4.250 |
13.62 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.07 |
22.54 |
| PP |
21.79 |
22.11 |
| S1 |
21.52 |
21.67 |
|