ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
23.93 |
23.23 |
-0.70 |
-2.9% |
24.10 |
| High |
23.98 |
23.54 |
-0.44 |
-1.8% |
24.68 |
| Low |
23.01 |
22.84 |
-0.17 |
-0.7% |
22.84 |
| Close |
23.08 |
23.12 |
0.04 |
0.2% |
23.12 |
| Range |
0.97 |
0.70 |
-0.27 |
-27.8% |
1.84 |
| ATR |
0.98 |
0.96 |
-0.02 |
-2.1% |
0.00 |
| Volume |
34,729 |
52,385 |
17,656 |
50.8% |
227,925 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.27 |
24.89 |
23.51 |
|
| R3 |
24.57 |
24.19 |
23.31 |
|
| R2 |
23.87 |
23.87 |
23.25 |
|
| R1 |
23.49 |
23.49 |
23.18 |
23.33 |
| PP |
23.17 |
23.17 |
23.17 |
23.09 |
| S1 |
22.79 |
22.79 |
23.06 |
22.63 |
| S2 |
22.47 |
22.47 |
22.99 |
|
| S3 |
21.77 |
22.09 |
22.93 |
|
| S4 |
21.07 |
21.39 |
22.74 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.07 |
27.93 |
24.13 |
|
| R3 |
27.23 |
26.09 |
23.63 |
|
| R2 |
25.39 |
25.39 |
23.46 |
|
| R1 |
24.25 |
24.25 |
23.29 |
23.90 |
| PP |
23.55 |
23.55 |
23.55 |
23.37 |
| S1 |
22.41 |
22.41 |
22.95 |
22.06 |
| S2 |
21.71 |
21.71 |
22.78 |
|
| S3 |
19.87 |
20.57 |
22.61 |
|
| S4 |
18.03 |
18.73 |
22.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.68 |
22.84 |
1.84 |
8.0% |
0.82 |
3.6% |
15% |
False |
True |
45,585 |
| 10 |
24.68 |
21.24 |
3.44 |
14.9% |
0.88 |
3.8% |
55% |
False |
False |
50,384 |
| 20 |
25.43 |
21.18 |
4.25 |
18.4% |
0.97 |
4.2% |
46% |
False |
False |
53,776 |
| 40 |
26.25 |
21.18 |
5.07 |
21.9% |
1.00 |
4.3% |
38% |
False |
False |
55,465 |
| 60 |
26.25 |
19.52 |
6.73 |
29.1% |
0.96 |
4.2% |
53% |
False |
False |
50,777 |
| 80 |
26.25 |
17.93 |
8.32 |
36.0% |
0.82 |
3.5% |
62% |
False |
False |
43,214 |
| 100 |
26.25 |
16.61 |
9.64 |
41.7% |
0.74 |
3.2% |
68% |
False |
False |
38,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.52 |
|
2.618 |
25.37 |
|
1.618 |
24.67 |
|
1.000 |
24.24 |
|
0.618 |
23.97 |
|
HIGH |
23.54 |
|
0.618 |
23.27 |
|
0.500 |
23.19 |
|
0.382 |
23.11 |
|
LOW |
22.84 |
|
0.618 |
22.41 |
|
1.000 |
22.14 |
|
1.618 |
21.71 |
|
2.618 |
21.01 |
|
4.250 |
19.87 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.19 |
23.53 |
| PP |
23.17 |
23.39 |
| S1 |
23.14 |
23.26 |
|