ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
23.44 |
23.97 |
0.53 |
2.3% |
23.19 |
| High |
24.00 |
24.00 |
0.00 |
0.0% |
23.73 |
| Low |
23.12 |
23.55 |
0.43 |
1.9% |
21.78 |
| Close |
23.97 |
23.59 |
-0.38 |
-1.6% |
22.81 |
| Range |
0.88 |
0.45 |
-0.43 |
-48.9% |
1.95 |
| ATR |
0.91 |
0.88 |
-0.03 |
-3.6% |
0.00 |
| Volume |
51,077 |
48,803 |
-2,274 |
-4.5% |
223,614 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.06 |
24.78 |
23.84 |
|
| R3 |
24.61 |
24.33 |
23.71 |
|
| R2 |
24.16 |
24.16 |
23.67 |
|
| R1 |
23.88 |
23.88 |
23.63 |
23.80 |
| PP |
23.71 |
23.71 |
23.71 |
23.67 |
| S1 |
23.43 |
23.43 |
23.55 |
23.35 |
| S2 |
23.26 |
23.26 |
23.51 |
|
| S3 |
22.81 |
22.98 |
23.47 |
|
| S4 |
22.36 |
22.53 |
23.34 |
|
|
| 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 |
21.98 |
2.02 |
8.6% |
0.74 |
3.1% |
80% |
True |
False |
50,056 |
| 10 |
24.00 |
21.78 |
2.22 |
9.4% |
0.79 |
3.3% |
82% |
True |
False |
45,453 |
| 20 |
24.68 |
21.18 |
3.50 |
14.8% |
0.90 |
3.8% |
69% |
False |
False |
51,150 |
| 40 |
25.43 |
21.18 |
4.25 |
18.0% |
0.92 |
3.9% |
57% |
False |
False |
54,971 |
| 60 |
26.25 |
21.18 |
5.07 |
21.5% |
0.97 |
4.1% |
48% |
False |
False |
52,186 |
| 80 |
26.25 |
18.52 |
7.73 |
32.8% |
0.85 |
3.6% |
66% |
False |
False |
45,651 |
| 100 |
26.25 |
16.61 |
9.64 |
40.9% |
0.78 |
3.3% |
72% |
False |
False |
40,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.91 |
|
2.618 |
25.18 |
|
1.618 |
24.73 |
|
1.000 |
24.45 |
|
0.618 |
24.28 |
|
HIGH |
24.00 |
|
0.618 |
23.83 |
|
0.500 |
23.78 |
|
0.382 |
23.72 |
|
LOW |
23.55 |
|
0.618 |
23.27 |
|
1.000 |
23.10 |
|
1.618 |
22.82 |
|
2.618 |
22.37 |
|
4.250 |
21.64 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.78 |
23.53 |
| PP |
23.71 |
23.47 |
| S1 |
23.65 |
23.41 |
|