ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
23.14 |
23.15 |
0.01 |
0.0% |
22.73 |
| High |
23.22 |
23.67 |
0.45 |
1.9% |
23.01 |
| Low |
22.82 |
23.08 |
0.26 |
1.1% |
21.78 |
| Close |
23.10 |
23.30 |
0.20 |
0.9% |
22.72 |
| Range |
0.40 |
0.59 |
0.19 |
47.5% |
1.23 |
| ATR |
0.80 |
0.78 |
-0.01 |
-1.9% |
0.00 |
| Volume |
43,551 |
35,652 |
-7,899 |
-18.1% |
258,698 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.12 |
24.80 |
23.62 |
|
| R3 |
24.53 |
24.21 |
23.46 |
|
| R2 |
23.94 |
23.94 |
23.41 |
|
| R1 |
23.62 |
23.62 |
23.35 |
23.78 |
| PP |
23.35 |
23.35 |
23.35 |
23.43 |
| S1 |
23.03 |
23.03 |
23.25 |
23.19 |
| S2 |
22.76 |
22.76 |
23.19 |
|
| S3 |
22.17 |
22.44 |
23.14 |
|
| S4 |
21.58 |
21.85 |
22.98 |
|
|
| 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 |
23.67 |
22.37 |
1.30 |
5.6% |
0.51 |
2.2% |
72% |
True |
False |
36,777 |
| 10 |
23.95 |
21.78 |
2.17 |
9.3% |
0.71 |
3.1% |
70% |
False |
False |
45,762 |
| 20 |
24.00 |
21.78 |
2.22 |
9.5% |
0.75 |
3.2% |
68% |
False |
False |
45,608 |
| 40 |
25.43 |
21.18 |
4.25 |
18.2% |
0.86 |
3.7% |
50% |
False |
False |
51,295 |
| 60 |
26.25 |
21.18 |
5.07 |
21.8% |
0.91 |
3.9% |
42% |
False |
False |
51,557 |
| 80 |
26.25 |
19.25 |
7.00 |
30.0% |
0.90 |
3.9% |
58% |
False |
False |
49,034 |
| 100 |
26.25 |
17.93 |
8.32 |
35.7% |
0.80 |
3.4% |
65% |
False |
False |
43,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.18 |
|
2.618 |
25.21 |
|
1.618 |
24.62 |
|
1.000 |
24.26 |
|
0.618 |
24.03 |
|
HIGH |
23.67 |
|
0.618 |
23.44 |
|
0.500 |
23.38 |
|
0.382 |
23.31 |
|
LOW |
23.08 |
|
0.618 |
22.72 |
|
1.000 |
22.49 |
|
1.618 |
22.13 |
|
2.618 |
21.54 |
|
4.250 |
20.57 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.38 |
23.28 |
| PP |
23.35 |
23.25 |
| S1 |
23.33 |
23.23 |
|