ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.83 |
22.78 |
-0.05 |
-0.2% |
22.73 |
| High |
22.85 |
23.33 |
0.48 |
2.1% |
23.01 |
| Low |
22.47 |
22.78 |
0.31 |
1.4% |
21.78 |
| Close |
22.72 |
23.23 |
0.51 |
2.2% |
22.72 |
| Range |
0.38 |
0.55 |
0.17 |
44.7% |
1.23 |
| ATR |
0.84 |
0.83 |
-0.02 |
-2.0% |
0.00 |
| Volume |
34,646 |
21,326 |
-13,320 |
-38.4% |
258,698 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.76 |
24.55 |
23.53 |
|
| R3 |
24.21 |
24.00 |
23.38 |
|
| R2 |
23.66 |
23.66 |
23.33 |
|
| R1 |
23.45 |
23.45 |
23.28 |
23.56 |
| PP |
23.11 |
23.11 |
23.11 |
23.17 |
| S1 |
22.90 |
22.90 |
23.18 |
23.01 |
| S2 |
22.56 |
22.56 |
23.13 |
|
| S3 |
22.01 |
22.35 |
23.08 |
|
| S4 |
21.46 |
21.80 |
22.93 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.19 |
25.69 |
23.40 |
|
| R3 |
24.96 |
24.46 |
23.06 |
|
| R2 |
23.73 |
23.73 |
22.95 |
|
| R1 |
23.23 |
23.23 |
22.83 |
22.87 |
| PP |
22.50 |
22.50 |
22.50 |
22.32 |
| S1 |
22.00 |
22.00 |
22.61 |
21.64 |
| S2 |
21.27 |
21.27 |
22.49 |
|
| S3 |
20.04 |
20.77 |
22.38 |
|
| S4 |
18.81 |
19.54 |
22.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.33 |
21.78 |
1.55 |
6.7% |
0.65 |
2.8% |
94% |
True |
False |
47,453 |
| 10 |
24.00 |
21.78 |
2.22 |
9.6% |
0.75 |
3.2% |
65% |
False |
False |
47,830 |
| 20 |
24.39 |
21.78 |
2.61 |
11.2% |
0.79 |
3.4% |
56% |
False |
False |
46,120 |
| 40 |
25.43 |
21.18 |
4.25 |
18.3% |
0.88 |
3.8% |
48% |
False |
False |
51,700 |
| 60 |
26.25 |
21.18 |
5.07 |
21.8% |
0.93 |
4.0% |
40% |
False |
False |
51,578 |
| 80 |
26.25 |
19.25 |
7.00 |
30.1% |
0.89 |
3.8% |
57% |
False |
False |
48,703 |
| 100 |
26.25 |
17.90 |
8.35 |
35.9% |
0.80 |
3.5% |
64% |
False |
False |
42,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.67 |
|
2.618 |
24.77 |
|
1.618 |
24.22 |
|
1.000 |
23.88 |
|
0.618 |
23.67 |
|
HIGH |
23.33 |
|
0.618 |
23.12 |
|
0.500 |
23.06 |
|
0.382 |
22.99 |
|
LOW |
22.78 |
|
0.618 |
22.44 |
|
1.000 |
22.23 |
|
1.618 |
21.89 |
|
2.618 |
21.34 |
|
4.250 |
20.44 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.17 |
23.10 |
| PP |
23.11 |
22.98 |
| S1 |
23.06 |
22.85 |
|