ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.78 |
23.14 |
0.36 |
1.6% |
22.73 |
| High |
23.33 |
23.22 |
-0.11 |
-0.5% |
23.01 |
| Low |
22.78 |
22.82 |
0.04 |
0.2% |
21.78 |
| Close |
23.23 |
23.10 |
-0.13 |
-0.6% |
22.72 |
| Range |
0.55 |
0.40 |
-0.15 |
-27.3% |
1.23 |
| ATR |
0.83 |
0.80 |
-0.03 |
-3.6% |
0.00 |
| Volume |
21,326 |
43,551 |
22,225 |
104.2% |
258,698 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.25 |
24.07 |
23.32 |
|
| R3 |
23.85 |
23.67 |
23.21 |
|
| R2 |
23.45 |
23.45 |
23.17 |
|
| R1 |
23.27 |
23.27 |
23.14 |
23.16 |
| PP |
23.05 |
23.05 |
23.05 |
22.99 |
| S1 |
22.87 |
22.87 |
23.06 |
22.76 |
| S2 |
22.65 |
22.65 |
23.03 |
|
| S3 |
22.25 |
22.47 |
22.99 |
|
| S4 |
21.85 |
22.07 |
22.88 |
|
|
| 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 |
22.10 |
1.23 |
5.3% |
0.55 |
2.4% |
81% |
False |
False |
44,774 |
| 10 |
24.00 |
21.78 |
2.22 |
9.6% |
0.70 |
3.0% |
59% |
False |
False |
47,077 |
| 20 |
24.22 |
21.78 |
2.44 |
10.6% |
0.75 |
3.3% |
54% |
False |
False |
46,170 |
| 40 |
25.43 |
21.18 |
4.25 |
18.4% |
0.88 |
3.8% |
45% |
False |
False |
51,743 |
| 60 |
26.25 |
21.18 |
5.07 |
21.9% |
0.91 |
3.9% |
38% |
False |
False |
51,547 |
| 80 |
26.25 |
19.25 |
7.00 |
30.3% |
0.90 |
3.9% |
55% |
False |
False |
48,792 |
| 100 |
26.25 |
17.93 |
8.32 |
36.0% |
0.80 |
3.5% |
62% |
False |
False |
43,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24.92 |
|
2.618 |
24.27 |
|
1.618 |
23.87 |
|
1.000 |
23.62 |
|
0.618 |
23.47 |
|
HIGH |
23.22 |
|
0.618 |
23.07 |
|
0.500 |
23.02 |
|
0.382 |
22.97 |
|
LOW |
22.82 |
|
0.618 |
22.57 |
|
1.000 |
22.42 |
|
1.618 |
22.17 |
|
2.618 |
21.77 |
|
4.250 |
21.12 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.07 |
23.03 |
| PP |
23.05 |
22.97 |
| S1 |
23.02 |
22.90 |
|