ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.81 |
23.44 |
0.63 |
2.8% |
23.19 |
| High |
23.59 |
24.00 |
0.41 |
1.7% |
23.73 |
| Low |
22.81 |
23.12 |
0.31 |
1.4% |
21.78 |
| Close |
23.44 |
23.97 |
0.53 |
2.3% |
22.81 |
| Range |
0.78 |
0.88 |
0.10 |
12.8% |
1.95 |
| ATR |
0.91 |
0.91 |
0.00 |
-0.3% |
0.00 |
| Volume |
43,931 |
51,077 |
7,146 |
16.3% |
223,614 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.34 |
26.03 |
24.45 |
|
| R3 |
25.46 |
25.15 |
24.21 |
|
| R2 |
24.58 |
24.58 |
24.13 |
|
| R1 |
24.27 |
24.27 |
24.05 |
24.43 |
| PP |
23.70 |
23.70 |
23.70 |
23.77 |
| S1 |
23.39 |
23.39 |
23.89 |
23.55 |
| S2 |
22.82 |
22.82 |
23.81 |
|
| S3 |
21.94 |
22.51 |
23.73 |
|
| S4 |
21.06 |
21.63 |
23.49 |
|
|
| 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 |
24.00 |
21.78 |
2.22 |
9.3% |
0.81 |
3.4% |
99% |
True |
False |
47,304 |
| 10 |
24.22 |
21.78 |
2.44 |
10.2% |
0.81 |
3.4% |
90% |
False |
False |
45,263 |
| 20 |
24.68 |
21.18 |
3.50 |
14.6% |
0.93 |
3.9% |
80% |
False |
False |
51,028 |
| 40 |
25.43 |
21.18 |
4.25 |
17.7% |
0.93 |
3.9% |
66% |
False |
False |
56,121 |
| 60 |
26.25 |
21.18 |
5.07 |
21.2% |
1.00 |
4.2% |
55% |
False |
False |
52,493 |
| 80 |
26.25 |
18.43 |
7.82 |
32.6% |
0.85 |
3.6% |
71% |
False |
False |
45,252 |
| 100 |
26.25 |
16.61 |
9.64 |
40.2% |
0.78 |
3.2% |
76% |
False |
False |
39,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27.74 |
|
2.618 |
26.30 |
|
1.618 |
25.42 |
|
1.000 |
24.88 |
|
0.618 |
24.54 |
|
HIGH |
24.00 |
|
0.618 |
23.66 |
|
0.500 |
23.56 |
|
0.382 |
23.46 |
|
LOW |
23.12 |
|
0.618 |
22.58 |
|
1.000 |
22.24 |
|
1.618 |
21.70 |
|
2.618 |
20.82 |
|
4.250 |
19.38 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.83 |
23.68 |
| PP |
23.70 |
23.39 |
| S1 |
23.56 |
23.10 |
|