ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
21.28 |
21.63 |
0.35 |
1.6% |
23.88 |
| High |
21.79 |
22.98 |
1.19 |
5.5% |
24.62 |
| Low |
21.24 |
21.62 |
0.38 |
1.8% |
21.18 |
| Close |
21.63 |
22.79 |
1.16 |
5.4% |
21.24 |
| Range |
0.55 |
1.36 |
0.81 |
147.3% |
3.44 |
| ATR |
1.01 |
1.04 |
0.02 |
2.4% |
0.00 |
| Volume |
88,222 |
38,234 |
-49,988 |
-56.7% |
276,369 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.54 |
26.03 |
23.54 |
|
| R3 |
25.18 |
24.67 |
23.16 |
|
| R2 |
23.82 |
23.82 |
23.04 |
|
| R1 |
23.31 |
23.31 |
22.91 |
23.57 |
| PP |
22.46 |
22.46 |
22.46 |
22.59 |
| S1 |
21.95 |
21.95 |
22.67 |
22.21 |
| S2 |
21.10 |
21.10 |
22.54 |
|
| S3 |
19.74 |
20.59 |
22.42 |
|
| S4 |
18.38 |
19.23 |
22.04 |
|
|
| 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 |
23.90 |
21.18 |
2.72 |
11.9% |
1.19 |
5.2% |
59% |
False |
False |
64,910 |
| 10 |
25.43 |
21.18 |
4.25 |
18.6% |
1.07 |
4.7% |
38% |
False |
False |
59,032 |
| 20 |
25.43 |
21.18 |
4.25 |
18.6% |
0.95 |
4.1% |
38% |
False |
False |
59,503 |
| 40 |
26.25 |
21.18 |
5.07 |
22.2% |
1.01 |
4.5% |
32% |
False |
False |
53,596 |
| 60 |
26.25 |
18.64 |
7.61 |
33.4% |
0.89 |
3.9% |
55% |
False |
False |
47,036 |
| 80 |
26.25 |
16.78 |
9.47 |
41.6% |
0.79 |
3.5% |
63% |
False |
False |
40,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.76 |
|
2.618 |
26.54 |
|
1.618 |
25.18 |
|
1.000 |
24.34 |
|
0.618 |
23.82 |
|
HIGH |
22.98 |
|
0.618 |
22.46 |
|
0.500 |
22.30 |
|
0.382 |
22.14 |
|
LOW |
21.62 |
|
0.618 |
20.78 |
|
1.000 |
20.26 |
|
1.618 |
19.42 |
|
2.618 |
18.06 |
|
4.250 |
15.84 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.63 |
22.55 |
| PP |
22.46 |
22.32 |
| S1 |
22.30 |
22.08 |
|