ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
22.59 |
22.01 |
-0.58 |
-2.6% |
24.10 |
| High |
22.61 |
22.85 |
0.24 |
1.1% |
24.68 |
| Low |
21.78 |
21.98 |
0.20 |
0.9% |
22.84 |
| Close |
21.93 |
22.81 |
0.88 |
4.0% |
23.12 |
| Range |
0.83 |
0.87 |
0.04 |
4.8% |
1.84 |
| ATR |
0.94 |
0.94 |
0.00 |
-0.2% |
0.00 |
| Volume |
35,046 |
61,935 |
26,889 |
76.7% |
227,925 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.16 |
24.85 |
23.29 |
|
| R3 |
24.29 |
23.98 |
23.05 |
|
| R2 |
23.42 |
23.42 |
22.97 |
|
| R1 |
23.11 |
23.11 |
22.89 |
23.27 |
| PP |
22.55 |
22.55 |
22.55 |
22.62 |
| S1 |
22.24 |
22.24 |
22.73 |
22.40 |
| S2 |
21.68 |
21.68 |
22.65 |
|
| S3 |
20.81 |
21.37 |
22.57 |
|
| S4 |
19.94 |
20.50 |
22.33 |
|
|
| 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 |
23.73 |
21.78 |
1.95 |
8.5% |
0.82 |
3.6% |
53% |
False |
False |
46,293 |
| 10 |
24.68 |
21.78 |
2.90 |
12.7% |
0.82 |
3.6% |
36% |
False |
False |
46,132 |
| 20 |
24.75 |
21.18 |
3.57 |
15.7% |
0.95 |
4.2% |
46% |
False |
False |
50,041 |
| 40 |
25.74 |
21.18 |
4.56 |
20.0% |
0.99 |
4.3% |
36% |
False |
False |
56,117 |
| 60 |
26.25 |
20.41 |
5.84 |
25.6% |
0.99 |
4.3% |
41% |
False |
False |
52,022 |
| 80 |
26.25 |
17.93 |
8.32 |
36.5% |
0.84 |
3.7% |
59% |
False |
False |
44,571 |
| 100 |
26.25 |
16.61 |
9.64 |
42.3% |
0.76 |
3.3% |
64% |
False |
False |
39,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.55 |
|
2.618 |
25.13 |
|
1.618 |
24.26 |
|
1.000 |
23.72 |
|
0.618 |
23.39 |
|
HIGH |
22.85 |
|
0.618 |
22.52 |
|
0.500 |
22.42 |
|
0.382 |
22.31 |
|
LOW |
21.98 |
|
0.618 |
21.44 |
|
1.000 |
21.11 |
|
1.618 |
20.57 |
|
2.618 |
19.70 |
|
4.250 |
18.28 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.68 |
22.72 |
| PP |
22.55 |
22.63 |
| S1 |
22.42 |
22.54 |
|