ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
22.50 |
21.28 |
-1.22 |
-5.4% |
23.88 |
High |
22.96 |
21.79 |
-1.17 |
-5.1% |
24.62 |
Low |
21.18 |
21.24 |
0.06 |
0.3% |
21.18 |
Close |
21.24 |
21.63 |
0.39 |
1.8% |
21.24 |
Range |
1.78 |
0.55 |
-1.23 |
-69.1% |
3.44 |
ATR |
1.05 |
1.01 |
-0.04 |
-3.4% |
0.00 |
Volume |
94,601 |
88,222 |
-6,379 |
-6.7% |
276,369 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.20 |
22.97 |
21.93 |
|
R3 |
22.65 |
22.42 |
21.78 |
|
R2 |
22.10 |
22.10 |
21.73 |
|
R1 |
21.87 |
21.87 |
21.68 |
21.99 |
PP |
21.55 |
21.55 |
21.55 |
21.61 |
S1 |
21.32 |
21.32 |
21.58 |
21.44 |
S2 |
21.00 |
21.00 |
21.53 |
|
S3 |
20.45 |
20.77 |
21.48 |
|
S4 |
19.90 |
20.22 |
21.33 |
|
|
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 |
15.9% |
1.14 |
5.3% |
13% |
False |
False |
62,874 |
10 |
25.43 |
21.18 |
4.25 |
19.6% |
1.02 |
4.7% |
11% |
False |
False |
61,268 |
20 |
25.43 |
21.18 |
4.25 |
19.6% |
0.93 |
4.3% |
11% |
False |
False |
61,124 |
40 |
26.25 |
21.18 |
5.07 |
23.4% |
1.00 |
4.6% |
9% |
False |
False |
54,457 |
60 |
26.25 |
18.52 |
7.73 |
35.7% |
0.87 |
4.0% |
40% |
False |
False |
46,682 |
80 |
26.25 |
16.78 |
9.47 |
43.8% |
0.78 |
3.6% |
51% |
False |
False |
40,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24.13 |
2.618 |
23.23 |
1.618 |
22.68 |
1.000 |
22.34 |
0.618 |
22.13 |
HIGH |
21.79 |
0.618 |
21.58 |
0.500 |
21.52 |
0.382 |
21.45 |
LOW |
21.24 |
0.618 |
20.90 |
1.000 |
20.69 |
1.618 |
20.35 |
2.618 |
19.80 |
4.250 |
18.90 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
21.59 |
22.10 |
PP |
21.55 |
21.94 |
S1 |
21.52 |
21.79 |
|