ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
21.63 |
22.81 |
1.18 |
5.5% |
23.88 |
| High |
22.98 |
23.28 |
0.30 |
1.3% |
24.62 |
| Low |
21.62 |
22.53 |
0.91 |
4.2% |
21.18 |
| Close |
22.79 |
22.71 |
-0.08 |
-0.4% |
21.24 |
| Range |
1.36 |
0.75 |
-0.61 |
-44.9% |
3.44 |
| ATR |
1.04 |
1.02 |
-0.02 |
-2.0% |
0.00 |
| Volume |
38,234 |
59,372 |
21,138 |
55.3% |
276,369 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.09 |
24.65 |
23.12 |
|
| R3 |
24.34 |
23.90 |
22.92 |
|
| R2 |
23.59 |
23.59 |
22.85 |
|
| R1 |
23.15 |
23.15 |
22.78 |
23.00 |
| PP |
22.84 |
22.84 |
22.84 |
22.76 |
| S1 |
22.40 |
22.40 |
22.64 |
22.25 |
| S2 |
22.09 |
22.09 |
22.57 |
|
| S3 |
21.34 |
21.65 |
22.50 |
|
| S4 |
20.59 |
20.90 |
22.30 |
|
|
| 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 |
23.28 |
21.18 |
2.10 |
9.2% |
1.13 |
5.0% |
73% |
True |
False |
67,512 |
| 10 |
25.37 |
21.18 |
4.19 |
18.5% |
1.04 |
4.6% |
37% |
False |
False |
57,381 |
| 20 |
25.43 |
21.18 |
4.25 |
18.7% |
0.93 |
4.1% |
36% |
False |
False |
59,633 |
| 40 |
26.25 |
21.18 |
5.07 |
22.3% |
1.01 |
4.5% |
30% |
False |
False |
54,207 |
| 60 |
26.25 |
18.90 |
7.35 |
32.4% |
0.90 |
3.9% |
52% |
False |
False |
47,884 |
| 80 |
26.25 |
16.78 |
9.47 |
41.7% |
0.79 |
3.5% |
63% |
False |
False |
41,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.47 |
|
2.618 |
25.24 |
|
1.618 |
24.49 |
|
1.000 |
24.03 |
|
0.618 |
23.74 |
|
HIGH |
23.28 |
|
0.618 |
22.99 |
|
0.500 |
22.91 |
|
0.382 |
22.82 |
|
LOW |
22.53 |
|
0.618 |
22.07 |
|
1.000 |
21.78 |
|
1.618 |
21.32 |
|
2.618 |
20.57 |
|
4.250 |
19.34 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.91 |
22.56 |
| PP |
22.84 |
22.41 |
| S1 |
22.78 |
22.26 |
|