ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.30 |
22.15 |
-0.15 |
-0.7% |
22.81 |
| High |
22.70 |
22.87 |
0.17 |
0.7% |
24.00 |
| Low |
21.78 |
22.10 |
0.32 |
1.5% |
22.31 |
| Close |
21.91 |
22.67 |
0.76 |
3.5% |
22.43 |
| Range |
0.92 |
0.77 |
-0.15 |
-16.3% |
1.69 |
| ATR |
0.89 |
0.90 |
0.00 |
0.5% |
0.00 |
| Volume |
56,949 |
75,636 |
18,687 |
32.8% |
242,209 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.86 |
24.53 |
23.09 |
|
| R3 |
24.09 |
23.76 |
22.88 |
|
| R2 |
23.32 |
23.32 |
22.81 |
|
| R1 |
22.99 |
22.99 |
22.74 |
23.16 |
| PP |
22.55 |
22.55 |
22.55 |
22.63 |
| S1 |
22.22 |
22.22 |
22.60 |
22.39 |
| S2 |
21.78 |
21.78 |
22.53 |
|
| S3 |
21.01 |
21.45 |
22.46 |
|
| S4 |
20.24 |
20.68 |
22.25 |
|
|
| 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 |
23.95 |
21.78 |
2.17 |
9.6% |
0.91 |
4.0% |
41% |
False |
False |
54,747 |
| 10 |
24.00 |
21.78 |
2.22 |
9.8% |
0.83 |
3.6% |
40% |
False |
False |
52,401 |
| 20 |
24.68 |
21.78 |
2.90 |
12.8% |
0.85 |
3.7% |
31% |
False |
False |
47,959 |
| 40 |
25.43 |
21.18 |
4.25 |
18.7% |
0.89 |
3.9% |
35% |
False |
False |
53,796 |
| 60 |
26.25 |
21.18 |
5.07 |
22.4% |
0.96 |
4.2% |
29% |
False |
False |
52,124 |
| 80 |
26.25 |
18.90 |
7.35 |
32.4% |
0.88 |
3.9% |
51% |
False |
False |
47,903 |
| 100 |
26.25 |
16.78 |
9.47 |
41.8% |
0.81 |
3.6% |
62% |
False |
False |
42,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.14 |
|
2.618 |
24.89 |
|
1.618 |
24.12 |
|
1.000 |
23.64 |
|
0.618 |
23.35 |
|
HIGH |
22.87 |
|
0.618 |
22.58 |
|
0.500 |
22.49 |
|
0.382 |
22.39 |
|
LOW |
22.10 |
|
0.618 |
21.62 |
|
1.000 |
21.33 |
|
1.618 |
20.85 |
|
2.618 |
20.08 |
|
4.250 |
18.83 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.61 |
22.56 |
| PP |
22.55 |
22.45 |
| S1 |
22.49 |
22.34 |
|