ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
23.97 |
23.60 |
-0.37 |
-1.5% |
23.19 |
| High |
24.00 |
23.95 |
-0.05 |
-0.2% |
23.73 |
| Low |
23.55 |
22.45 |
-1.10 |
-4.7% |
21.78 |
| Close |
23.59 |
22.76 |
-0.83 |
-3.5% |
22.81 |
| Range |
0.45 |
1.50 |
1.05 |
233.3% |
1.95 |
| ATR |
0.88 |
0.92 |
0.04 |
5.0% |
0.00 |
| Volume |
48,803 |
38,084 |
-10,719 |
-22.0% |
223,614 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.55 |
26.66 |
23.59 |
|
| R3 |
26.05 |
25.16 |
23.17 |
|
| R2 |
24.55 |
24.55 |
23.04 |
|
| R1 |
23.66 |
23.66 |
22.90 |
23.36 |
| PP |
23.05 |
23.05 |
23.05 |
22.90 |
| S1 |
22.16 |
22.16 |
22.62 |
21.86 |
| S2 |
21.55 |
21.55 |
22.49 |
|
| S3 |
20.05 |
20.66 |
22.35 |
|
| S4 |
18.55 |
19.16 |
21.94 |
|
|
| 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 |
22.19 |
1.81 |
8.0% |
0.86 |
3.8% |
31% |
False |
False |
45,285 |
| 10 |
24.00 |
21.78 |
2.22 |
9.8% |
0.84 |
3.7% |
44% |
False |
False |
45,789 |
| 20 |
24.68 |
21.18 |
3.50 |
15.4% |
0.92 |
4.0% |
45% |
False |
False |
50,197 |
| 40 |
25.43 |
21.18 |
4.25 |
18.7% |
0.94 |
4.1% |
37% |
False |
False |
54,483 |
| 60 |
26.25 |
21.18 |
5.07 |
22.3% |
0.98 |
4.3% |
31% |
False |
False |
51,670 |
| 80 |
26.25 |
18.52 |
7.73 |
34.0% |
0.87 |
3.8% |
55% |
False |
False |
45,844 |
| 100 |
26.25 |
16.61 |
9.64 |
42.4% |
0.79 |
3.5% |
64% |
False |
False |
40,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30.33 |
|
2.618 |
27.88 |
|
1.618 |
26.38 |
|
1.000 |
25.45 |
|
0.618 |
24.88 |
|
HIGH |
23.95 |
|
0.618 |
23.38 |
|
0.500 |
23.20 |
|
0.382 |
23.02 |
|
LOW |
22.45 |
|
0.618 |
21.52 |
|
1.000 |
20.95 |
|
1.618 |
20.02 |
|
2.618 |
18.52 |
|
4.250 |
16.08 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.20 |
23.23 |
| PP |
23.05 |
23.07 |
| S1 |
22.91 |
22.92 |
|