ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.73 |
22.30 |
-0.43 |
-1.9% |
22.81 |
| High |
22.90 |
22.70 |
-0.20 |
-0.9% |
24.00 |
| Low |
22.29 |
21.78 |
-0.51 |
-2.3% |
22.31 |
| Close |
22.41 |
21.91 |
-0.50 |
-2.2% |
22.43 |
| Range |
0.61 |
0.92 |
0.31 |
50.8% |
1.69 |
| ATR |
0.89 |
0.89 |
0.00 |
0.2% |
0.00 |
| Volume |
42,756 |
56,949 |
14,193 |
33.2% |
242,209 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.89 |
24.32 |
22.42 |
|
| R3 |
23.97 |
23.40 |
22.16 |
|
| R2 |
23.05 |
23.05 |
22.08 |
|
| R1 |
22.48 |
22.48 |
21.99 |
22.31 |
| PP |
22.13 |
22.13 |
22.13 |
22.04 |
| S1 |
21.56 |
21.56 |
21.83 |
21.39 |
| S2 |
21.21 |
21.21 |
21.74 |
|
| S3 |
20.29 |
20.64 |
21.66 |
|
| S4 |
19.37 |
19.72 |
21.40 |
|
|
| 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 |
21.78 |
2.22 |
10.1% |
0.85 |
3.9% |
6% |
False |
True |
49,381 |
| 10 |
24.00 |
21.78 |
2.22 |
10.1% |
0.83 |
3.8% |
6% |
False |
True |
48,342 |
| 20 |
24.68 |
21.78 |
2.90 |
13.2% |
0.85 |
3.9% |
4% |
False |
True |
47,145 |
| 40 |
25.43 |
21.18 |
4.25 |
19.4% |
0.90 |
4.1% |
17% |
False |
False |
53,324 |
| 60 |
26.25 |
21.18 |
5.07 |
23.1% |
0.96 |
4.4% |
14% |
False |
False |
51,445 |
| 80 |
26.25 |
18.64 |
7.61 |
34.7% |
0.88 |
4.0% |
43% |
False |
False |
47,063 |
| 100 |
26.25 |
16.78 |
9.47 |
43.2% |
0.80 |
3.6% |
54% |
False |
False |
41,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.61 |
|
2.618 |
25.11 |
|
1.618 |
24.19 |
|
1.000 |
23.62 |
|
0.618 |
23.27 |
|
HIGH |
22.70 |
|
0.618 |
22.35 |
|
0.500 |
22.24 |
|
0.382 |
22.13 |
|
LOW |
21.78 |
|
0.618 |
21.21 |
|
1.000 |
20.86 |
|
1.618 |
20.29 |
|
2.618 |
19.37 |
|
4.250 |
17.87 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.24 |
22.43 |
| PP |
22.13 |
22.25 |
| S1 |
22.02 |
22.08 |
|