ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
22.81 |
22.72 |
-0.09 |
-0.4% |
23.88 |
| High |
23.28 |
23.92 |
0.64 |
2.7% |
24.62 |
| Low |
22.53 |
22.59 |
0.06 |
0.3% |
21.18 |
| Close |
22.71 |
23.85 |
1.14 |
5.0% |
21.24 |
| Range |
0.75 |
1.33 |
0.58 |
77.3% |
3.44 |
| ATR |
1.02 |
1.04 |
0.02 |
2.2% |
0.00 |
| Volume |
59,372 |
35,771 |
-23,601 |
-39.8% |
276,369 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.44 |
26.98 |
24.58 |
|
| R3 |
26.11 |
25.65 |
24.22 |
|
| R2 |
24.78 |
24.78 |
24.09 |
|
| R1 |
24.32 |
24.32 |
23.97 |
24.55 |
| PP |
23.45 |
23.45 |
23.45 |
23.57 |
| S1 |
22.99 |
22.99 |
23.73 |
23.22 |
| S2 |
22.12 |
22.12 |
23.61 |
|
| S3 |
20.79 |
21.66 |
23.48 |
|
| S4 |
19.46 |
20.33 |
23.12 |
|
|
| 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 |
23.92 |
21.18 |
2.74 |
11.5% |
1.15 |
4.8% |
97% |
True |
False |
63,240 |
| 10 |
24.75 |
21.18 |
3.57 |
15.0% |
1.08 |
4.5% |
75% |
False |
False |
53,951 |
| 20 |
25.43 |
21.18 |
4.25 |
17.8% |
0.96 |
4.0% |
63% |
False |
False |
58,152 |
| 40 |
26.25 |
21.18 |
5.07 |
21.3% |
1.03 |
4.3% |
53% |
False |
False |
54,337 |
| 60 |
26.25 |
18.92 |
7.33 |
30.7% |
0.91 |
3.8% |
67% |
False |
False |
48,270 |
| 80 |
26.25 |
17.10 |
9.15 |
38.4% |
0.81 |
3.4% |
74% |
False |
False |
41,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29.57 |
|
2.618 |
27.40 |
|
1.618 |
26.07 |
|
1.000 |
25.25 |
|
0.618 |
24.74 |
|
HIGH |
23.92 |
|
0.618 |
23.41 |
|
0.500 |
23.26 |
|
0.382 |
23.10 |
|
LOW |
22.59 |
|
0.618 |
21.77 |
|
1.000 |
21.26 |
|
1.618 |
20.44 |
|
2.618 |
19.11 |
|
4.250 |
16.94 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.65 |
23.49 |
| PP |
23.45 |
23.13 |
| S1 |
23.26 |
22.77 |
|