ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
22.01 |
22.62 |
0.61 |
2.8% |
23.19 |
| High |
22.85 |
22.90 |
0.05 |
0.2% |
23.73 |
| Low |
21.98 |
22.19 |
0.21 |
1.0% |
21.78 |
| Close |
22.81 |
22.81 |
0.00 |
0.0% |
22.81 |
| Range |
0.87 |
0.71 |
-0.16 |
-18.4% |
1.95 |
| ATR |
0.94 |
0.92 |
-0.02 |
-1.8% |
0.00 |
| Volume |
61,935 |
44,534 |
-17,401 |
-28.1% |
223,614 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.76 |
24.50 |
23.20 |
|
| R3 |
24.05 |
23.79 |
23.01 |
|
| R2 |
23.34 |
23.34 |
22.94 |
|
| R1 |
23.08 |
23.08 |
22.88 |
23.21 |
| PP |
22.63 |
22.63 |
22.63 |
22.70 |
| S1 |
22.37 |
22.37 |
22.74 |
22.50 |
| S2 |
21.92 |
21.92 |
22.68 |
|
| S3 |
21.21 |
21.66 |
22.61 |
|
| S4 |
20.50 |
20.95 |
22.42 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.62 |
27.67 |
23.88 |
|
| R3 |
26.67 |
25.72 |
23.35 |
|
| R2 |
24.72 |
24.72 |
23.17 |
|
| R1 |
23.77 |
23.77 |
22.99 |
23.27 |
| PP |
22.77 |
22.77 |
22.77 |
22.53 |
| S1 |
21.82 |
21.82 |
22.63 |
21.32 |
| S2 |
20.82 |
20.82 |
22.45 |
|
| S3 |
18.87 |
19.87 |
22.27 |
|
| S4 |
16.92 |
17.92 |
21.74 |
|
|
| 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 |
44,722 |
| 10 |
24.68 |
21.78 |
2.90 |
12.7% |
0.82 |
3.6% |
36% |
False |
False |
45,153 |
| 20 |
24.68 |
21.18 |
3.50 |
15.3% |
0.93 |
4.1% |
47% |
False |
False |
50,191 |
| 40 |
25.43 |
21.18 |
4.25 |
18.6% |
0.98 |
4.3% |
38% |
False |
False |
55,902 |
| 60 |
26.25 |
20.57 |
5.68 |
24.9% |
1.00 |
4.4% |
39% |
False |
False |
52,229 |
| 80 |
26.25 |
18.17 |
8.08 |
35.4% |
0.84 |
3.7% |
57% |
False |
False |
44,629 |
| 100 |
26.25 |
16.61 |
9.64 |
42.3% |
0.77 |
3.4% |
64% |
False |
False |
39,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.92 |
|
2.618 |
24.76 |
|
1.618 |
24.05 |
|
1.000 |
23.61 |
|
0.618 |
23.34 |
|
HIGH |
22.90 |
|
0.618 |
22.63 |
|
0.500 |
22.55 |
|
0.382 |
22.46 |
|
LOW |
22.19 |
|
0.618 |
21.75 |
|
1.000 |
21.48 |
|
1.618 |
21.04 |
|
2.618 |
20.33 |
|
4.250 |
19.17 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.72 |
22.65 |
| PP |
22.63 |
22.50 |
| S1 |
22.55 |
22.34 |
|