ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
23.23 |
23.19 |
-0.04 |
-0.2% |
24.10 |
| High |
23.54 |
23.73 |
0.19 |
0.8% |
24.68 |
| Low |
22.84 |
22.72 |
-0.12 |
-0.5% |
22.84 |
| Close |
23.12 |
22.94 |
-0.18 |
-0.8% |
23.12 |
| Range |
0.70 |
1.01 |
0.31 |
44.3% |
1.84 |
| ATR |
0.96 |
0.97 |
0.00 |
0.3% |
0.00 |
| Volume |
52,385 |
38,495 |
-13,890 |
-26.5% |
227,925 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.16 |
25.56 |
23.50 |
|
| R3 |
25.15 |
24.55 |
23.22 |
|
| R2 |
24.14 |
24.14 |
23.13 |
|
| R1 |
23.54 |
23.54 |
23.03 |
23.34 |
| PP |
23.13 |
23.13 |
23.13 |
23.03 |
| S1 |
22.53 |
22.53 |
22.85 |
22.33 |
| S2 |
22.12 |
22.12 |
22.75 |
|
| S3 |
21.11 |
21.52 |
22.66 |
|
| S4 |
20.10 |
20.51 |
22.38 |
|
|
| 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 |
24.39 |
22.72 |
1.67 |
7.3% |
0.89 |
3.9% |
13% |
False |
True |
43,010 |
| 10 |
24.68 |
21.62 |
3.06 |
13.3% |
0.93 |
4.0% |
43% |
False |
False |
45,411 |
| 20 |
25.43 |
21.18 |
4.25 |
18.5% |
0.97 |
4.2% |
41% |
False |
False |
53,339 |
| 40 |
26.25 |
21.18 |
5.07 |
22.1% |
1.01 |
4.4% |
35% |
False |
False |
55,804 |
| 60 |
26.25 |
19.63 |
6.62 |
28.9% |
0.97 |
4.2% |
50% |
False |
False |
51,228 |
| 80 |
26.25 |
17.93 |
8.32 |
36.3% |
0.83 |
3.6% |
60% |
False |
False |
43,293 |
| 100 |
26.25 |
16.61 |
9.64 |
42.0% |
0.75 |
3.3% |
66% |
False |
False |
38,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.02 |
|
2.618 |
26.37 |
|
1.618 |
25.36 |
|
1.000 |
24.74 |
|
0.618 |
24.35 |
|
HIGH |
23.73 |
|
0.618 |
23.34 |
|
0.500 |
23.23 |
|
0.382 |
23.11 |
|
LOW |
22.72 |
|
0.618 |
22.10 |
|
1.000 |
21.71 |
|
1.618 |
21.09 |
|
2.618 |
20.08 |
|
4.250 |
18.43 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.23 |
23.35 |
| PP |
23.13 |
23.21 |
| S1 |
23.04 |
23.08 |
|