ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
23.60 |
22.91 |
-0.69 |
-2.9% |
22.81 |
High |
23.95 |
23.07 |
-0.88 |
-3.7% |
24.00 |
Low |
22.45 |
22.31 |
-0.14 |
-0.6% |
22.31 |
Close |
22.76 |
22.43 |
-0.33 |
-1.4% |
22.43 |
Range |
1.50 |
0.76 |
-0.74 |
-49.3% |
1.69 |
ATR |
0.92 |
0.91 |
-0.01 |
-1.3% |
0.00 |
Volume |
38,084 |
60,314 |
22,230 |
58.4% |
242,209 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24.88 |
24.42 |
22.85 |
|
R3 |
24.12 |
23.66 |
22.64 |
|
R2 |
23.36 |
23.36 |
22.57 |
|
R1 |
22.90 |
22.90 |
22.50 |
22.75 |
PP |
22.60 |
22.60 |
22.60 |
22.53 |
S1 |
22.14 |
22.14 |
22.36 |
21.99 |
S2 |
21.84 |
21.84 |
22.29 |
|
S3 |
21.08 |
21.38 |
22.22 |
|
S4 |
20.32 |
20.62 |
22.01 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27.98 |
26.90 |
23.36 |
|
R3 |
26.29 |
25.21 |
22.89 |
|
R2 |
24.60 |
24.60 |
22.74 |
|
R1 |
23.52 |
23.52 |
22.58 |
23.22 |
PP |
22.91 |
22.91 |
22.91 |
22.76 |
S1 |
21.83 |
21.83 |
22.28 |
21.53 |
S2 |
21.22 |
21.22 |
22.12 |
|
S3 |
19.53 |
20.14 |
21.97 |
|
S4 |
17.84 |
18.45 |
21.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24.00 |
22.31 |
1.69 |
7.5% |
0.87 |
3.9% |
7% |
False |
True |
48,441 |
10 |
24.00 |
21.78 |
2.22 |
9.9% |
0.85 |
3.8% |
29% |
False |
False |
46,582 |
20 |
24.68 |
21.24 |
3.44 |
15.3% |
0.87 |
3.9% |
35% |
False |
False |
48,483 |
40 |
25.43 |
21.18 |
4.25 |
18.9% |
0.92 |
4.1% |
29% |
False |
False |
54,603 |
60 |
26.25 |
21.18 |
5.07 |
22.6% |
0.97 |
4.3% |
25% |
False |
False |
51,913 |
80 |
26.25 |
18.52 |
7.73 |
34.5% |
0.87 |
3.9% |
51% |
False |
False |
46,289 |
100 |
26.25 |
16.61 |
9.64 |
43.0% |
0.79 |
3.5% |
60% |
False |
False |
41,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26.30 |
2.618 |
25.06 |
1.618 |
24.30 |
1.000 |
23.83 |
0.618 |
23.54 |
HIGH |
23.07 |
0.618 |
22.78 |
0.500 |
22.69 |
0.382 |
22.60 |
LOW |
22.31 |
0.618 |
21.84 |
1.000 |
21.55 |
1.618 |
21.08 |
2.618 |
20.32 |
4.250 |
19.08 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
22.69 |
23.16 |
PP |
22.60 |
22.91 |
S1 |
22.52 |
22.67 |
|