ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
23.79 |
23.93 |
0.14 |
0.6% |
21.28 |
| High |
24.22 |
23.98 |
-0.24 |
-1.0% |
24.34 |
| Low |
23.57 |
23.01 |
-0.56 |
-2.4% |
21.24 |
| Close |
24.04 |
23.08 |
-0.96 |
-4.0% |
23.91 |
| Range |
0.65 |
0.97 |
0.32 |
49.2% |
3.10 |
| ATR |
0.98 |
0.98 |
0.00 |
0.4% |
0.00 |
| Volume |
46,894 |
34,729 |
-12,165 |
-25.9% |
275,920 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.27 |
25.64 |
23.61 |
|
| R3 |
25.30 |
24.67 |
23.35 |
|
| R2 |
24.33 |
24.33 |
23.26 |
|
| R1 |
23.70 |
23.70 |
23.17 |
23.53 |
| PP |
23.36 |
23.36 |
23.36 |
23.27 |
| S1 |
22.73 |
22.73 |
22.99 |
22.56 |
| S2 |
22.39 |
22.39 |
22.90 |
|
| S3 |
21.42 |
21.76 |
22.81 |
|
| S4 |
20.45 |
20.79 |
22.55 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32.46 |
31.29 |
25.62 |
|
| R3 |
29.36 |
28.19 |
24.76 |
|
| R2 |
26.26 |
26.26 |
24.48 |
|
| R1 |
25.09 |
25.09 |
24.19 |
25.68 |
| PP |
23.16 |
23.16 |
23.16 |
23.46 |
| S1 |
21.99 |
21.99 |
23.63 |
22.58 |
| S2 |
20.06 |
20.06 |
23.34 |
|
| S3 |
16.96 |
18.89 |
23.06 |
|
| S4 |
13.86 |
15.79 |
22.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.68 |
23.01 |
1.67 |
7.2% |
0.82 |
3.6% |
4% |
False |
True |
45,972 |
| 10 |
24.68 |
21.18 |
3.50 |
15.2% |
0.99 |
4.3% |
54% |
False |
False |
54,606 |
| 20 |
25.43 |
21.18 |
4.25 |
18.4% |
0.97 |
4.2% |
45% |
False |
False |
54,171 |
| 40 |
26.25 |
21.18 |
5.07 |
22.0% |
1.00 |
4.3% |
37% |
False |
False |
54,765 |
| 60 |
26.25 |
19.31 |
6.94 |
30.1% |
0.96 |
4.2% |
54% |
False |
False |
50,383 |
| 80 |
26.25 |
17.93 |
8.32 |
36.0% |
0.82 |
3.5% |
62% |
False |
False |
42,741 |
| 100 |
26.25 |
16.61 |
9.64 |
41.8% |
0.74 |
3.2% |
67% |
False |
False |
37,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.10 |
|
2.618 |
26.52 |
|
1.618 |
25.55 |
|
1.000 |
24.95 |
|
0.618 |
24.58 |
|
HIGH |
23.98 |
|
0.618 |
23.61 |
|
0.500 |
23.50 |
|
0.382 |
23.38 |
|
LOW |
23.01 |
|
0.618 |
22.41 |
|
1.000 |
22.04 |
|
1.618 |
21.44 |
|
2.618 |
20.47 |
|
4.250 |
18.89 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.50 |
23.70 |
| PP |
23.36 |
23.49 |
| S1 |
23.22 |
23.29 |
|