ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.62 |
22.81 |
0.19 |
0.8% |
23.19 |
| High |
22.90 |
23.59 |
0.69 |
3.0% |
23.73 |
| Low |
22.19 |
22.81 |
0.62 |
2.8% |
21.78 |
| Close |
22.81 |
23.44 |
0.63 |
2.8% |
22.81 |
| Range |
0.71 |
0.78 |
0.07 |
9.9% |
1.95 |
| ATR |
0.92 |
0.91 |
-0.01 |
-1.1% |
0.00 |
| Volume |
44,534 |
43,931 |
-603 |
-1.4% |
223,614 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.62 |
25.31 |
23.87 |
|
| R3 |
24.84 |
24.53 |
23.65 |
|
| R2 |
24.06 |
24.06 |
23.58 |
|
| R1 |
23.75 |
23.75 |
23.51 |
23.91 |
| PP |
23.28 |
23.28 |
23.28 |
23.36 |
| S1 |
22.97 |
22.97 |
23.37 |
23.13 |
| S2 |
22.50 |
22.50 |
23.30 |
|
| S3 |
21.72 |
22.19 |
23.23 |
|
| S4 |
20.94 |
21.41 |
23.01 |
|
|
| 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 |
23.59 |
21.78 |
1.81 |
7.7% |
0.78 |
3.3% |
92% |
True |
False |
45,810 |
| 10 |
24.39 |
21.78 |
2.61 |
11.1% |
0.83 |
3.6% |
64% |
False |
False |
44,410 |
| 20 |
24.68 |
21.18 |
3.50 |
14.9% |
0.94 |
4.0% |
65% |
False |
False |
49,876 |
| 40 |
25.43 |
21.18 |
4.25 |
18.1% |
0.98 |
4.2% |
53% |
False |
False |
55,994 |
| 60 |
26.25 |
21.17 |
5.08 |
21.7% |
1.00 |
4.3% |
45% |
False |
False |
52,492 |
| 80 |
26.25 |
18.17 |
8.08 |
34.5% |
0.85 |
3.6% |
65% |
False |
False |
44,825 |
| 100 |
26.25 |
16.61 |
9.64 |
41.1% |
0.77 |
3.3% |
71% |
False |
False |
39,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.91 |
|
2.618 |
25.63 |
|
1.618 |
24.85 |
|
1.000 |
24.37 |
|
0.618 |
24.07 |
|
HIGH |
23.59 |
|
0.618 |
23.29 |
|
0.500 |
23.20 |
|
0.382 |
23.11 |
|
LOW |
22.81 |
|
0.618 |
22.33 |
|
1.000 |
22.03 |
|
1.618 |
21.55 |
|
2.618 |
20.77 |
|
4.250 |
19.50 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.36 |
23.22 |
| PP |
23.28 |
23.00 |
| S1 |
23.20 |
22.79 |
|