ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.91 |
22.73 |
-0.18 |
-0.8% |
22.81 |
| High |
23.07 |
22.90 |
-0.17 |
-0.7% |
24.00 |
| Low |
22.31 |
22.29 |
-0.02 |
-0.1% |
22.31 |
| Close |
22.43 |
22.41 |
-0.02 |
-0.1% |
22.43 |
| Range |
0.76 |
0.61 |
-0.15 |
-19.7% |
1.69 |
| ATR |
0.91 |
0.89 |
-0.02 |
-2.4% |
0.00 |
| Volume |
60,314 |
42,756 |
-17,558 |
-29.1% |
242,209 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.36 |
24.00 |
22.75 |
|
| R3 |
23.75 |
23.39 |
22.58 |
|
| R2 |
23.14 |
23.14 |
22.52 |
|
| R1 |
22.78 |
22.78 |
22.47 |
22.66 |
| PP |
22.53 |
22.53 |
22.53 |
22.47 |
| S1 |
22.17 |
22.17 |
22.35 |
22.05 |
| S2 |
21.92 |
21.92 |
22.30 |
|
| S3 |
21.31 |
21.56 |
22.24 |
|
| S4 |
20.70 |
20.95 |
22.07 |
|
|
| 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 |
22.29 |
1.71 |
7.6% |
0.84 |
3.7% |
7% |
False |
True |
48,206 |
| 10 |
24.00 |
21.78 |
2.22 |
9.9% |
0.81 |
3.6% |
28% |
False |
False |
47,008 |
| 20 |
24.68 |
21.62 |
3.06 |
13.7% |
0.87 |
3.9% |
26% |
False |
False |
46,210 |
| 40 |
25.43 |
21.18 |
4.25 |
19.0% |
0.90 |
4.0% |
29% |
False |
False |
53,667 |
| 60 |
26.25 |
21.18 |
5.07 |
22.6% |
0.96 |
4.3% |
24% |
False |
False |
51,708 |
| 80 |
26.25 |
18.52 |
7.73 |
34.5% |
0.87 |
3.9% |
50% |
False |
False |
46,564 |
| 100 |
26.25 |
16.78 |
9.47 |
42.3% |
0.79 |
3.5% |
59% |
False |
False |
41,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.49 |
|
2.618 |
24.50 |
|
1.618 |
23.89 |
|
1.000 |
23.51 |
|
0.618 |
23.28 |
|
HIGH |
22.90 |
|
0.618 |
22.67 |
|
0.500 |
22.60 |
|
0.382 |
22.52 |
|
LOW |
22.29 |
|
0.618 |
21.91 |
|
1.000 |
21.68 |
|
1.618 |
21.30 |
|
2.618 |
20.69 |
|
4.250 |
19.70 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.60 |
23.12 |
| PP |
22.53 |
22.88 |
| S1 |
22.47 |
22.65 |
|