ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.15 |
22.61 |
0.46 |
2.1% |
22.81 |
| High |
22.87 |
23.01 |
0.14 |
0.6% |
24.00 |
| Low |
22.10 |
22.37 |
0.27 |
1.2% |
22.31 |
| Close |
22.67 |
22.69 |
0.02 |
0.1% |
22.43 |
| Range |
0.77 |
0.64 |
-0.13 |
-16.9% |
1.69 |
| ATR |
0.90 |
0.88 |
-0.02 |
-2.0% |
0.00 |
| Volume |
75,636 |
48,711 |
-26,925 |
-35.6% |
242,209 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.61 |
24.29 |
23.04 |
|
| R3 |
23.97 |
23.65 |
22.87 |
|
| R2 |
23.33 |
23.33 |
22.81 |
|
| R1 |
23.01 |
23.01 |
22.75 |
23.17 |
| PP |
22.69 |
22.69 |
22.69 |
22.77 |
| S1 |
22.37 |
22.37 |
22.63 |
22.53 |
| S2 |
22.05 |
22.05 |
22.57 |
|
| S3 |
21.41 |
21.73 |
22.51 |
|
| S4 |
20.77 |
21.09 |
22.34 |
|
|
| 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 |
23.07 |
21.78 |
1.29 |
5.7% |
0.74 |
3.3% |
71% |
False |
False |
56,873 |
| 10 |
24.00 |
21.78 |
2.22 |
9.8% |
0.80 |
3.5% |
41% |
False |
False |
51,079 |
| 20 |
24.68 |
21.78 |
2.90 |
12.8% |
0.81 |
3.6% |
31% |
False |
False |
48,606 |
| 40 |
25.43 |
21.18 |
4.25 |
18.7% |
0.89 |
3.9% |
36% |
False |
False |
53,379 |
| 60 |
26.25 |
21.18 |
5.07 |
22.3% |
0.96 |
4.2% |
30% |
False |
False |
52,427 |
| 80 |
26.25 |
18.92 |
7.33 |
32.3% |
0.89 |
3.9% |
51% |
False |
False |
48,354 |
| 100 |
26.25 |
17.10 |
9.15 |
40.3% |
0.81 |
3.6% |
61% |
False |
False |
42,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.73 |
|
2.618 |
24.69 |
|
1.618 |
24.05 |
|
1.000 |
23.65 |
|
0.618 |
23.41 |
|
HIGH |
23.01 |
|
0.618 |
22.77 |
|
0.500 |
22.69 |
|
0.382 |
22.61 |
|
LOW |
22.37 |
|
0.618 |
21.97 |
|
1.000 |
21.73 |
|
1.618 |
21.33 |
|
2.618 |
20.69 |
|
4.250 |
19.65 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.69 |
22.59 |
| PP |
22.69 |
22.49 |
| S1 |
22.69 |
22.40 |
|