ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
23.21 |
22.76 |
-0.45 |
-1.9% |
22.78 |
| High |
23.29 |
23.00 |
-0.29 |
-1.2% |
23.67 |
| Low |
22.56 |
22.23 |
-0.33 |
-1.5% |
22.23 |
| Close |
22.74 |
22.47 |
-0.27 |
-1.2% |
22.47 |
| Range |
0.73 |
0.77 |
0.04 |
5.5% |
1.44 |
| ATR |
0.78 |
0.78 |
0.00 |
-0.1% |
0.00 |
| Volume |
46,612 |
40,520 |
-6,092 |
-13.1% |
187,661 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.88 |
24.44 |
22.89 |
|
| R3 |
24.11 |
23.67 |
22.68 |
|
| R2 |
23.34 |
23.34 |
22.61 |
|
| R1 |
22.90 |
22.90 |
22.54 |
22.74 |
| PP |
22.57 |
22.57 |
22.57 |
22.48 |
| S1 |
22.13 |
22.13 |
22.40 |
21.97 |
| S2 |
21.80 |
21.80 |
22.33 |
|
| S3 |
21.03 |
21.36 |
22.26 |
|
| S4 |
20.26 |
20.59 |
22.05 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.11 |
26.23 |
23.26 |
|
| R3 |
25.67 |
24.79 |
22.87 |
|
| R2 |
24.23 |
24.23 |
22.73 |
|
| R1 |
23.35 |
23.35 |
22.60 |
23.07 |
| PP |
22.79 |
22.79 |
22.79 |
22.65 |
| S1 |
21.91 |
21.91 |
22.34 |
21.63 |
| S2 |
21.35 |
21.35 |
22.21 |
|
| S3 |
19.91 |
20.47 |
22.07 |
|
| S4 |
18.47 |
19.03 |
21.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.67 |
22.23 |
1.44 |
6.4% |
0.61 |
2.7% |
17% |
False |
True |
37,532 |
| 10 |
23.67 |
21.78 |
1.89 |
8.4% |
0.64 |
2.8% |
37% |
False |
False |
44,635 |
| 20 |
24.00 |
21.78 |
2.22 |
9.9% |
0.74 |
3.3% |
31% |
False |
False |
45,609 |
| 40 |
25.43 |
21.18 |
4.25 |
18.9% |
0.86 |
3.8% |
30% |
False |
False |
49,692 |
| 60 |
26.25 |
21.18 |
5.07 |
22.6% |
0.91 |
4.1% |
25% |
False |
False |
52,179 |
| 80 |
26.25 |
19.52 |
6.73 |
30.0% |
0.91 |
4.0% |
44% |
False |
False |
49,485 |
| 100 |
26.25 |
17.93 |
8.32 |
37.0% |
0.80 |
3.6% |
55% |
False |
False |
43,693 |
| 120 |
26.25 |
16.61 |
9.64 |
42.9% |
0.74 |
3.3% |
61% |
False |
False |
39,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.27 |
|
2.618 |
25.02 |
|
1.618 |
24.25 |
|
1.000 |
23.77 |
|
0.618 |
23.48 |
|
HIGH |
23.00 |
|
0.618 |
22.71 |
|
0.500 |
22.62 |
|
0.382 |
22.52 |
|
LOW |
22.23 |
|
0.618 |
21.75 |
|
1.000 |
21.46 |
|
1.618 |
20.98 |
|
2.618 |
20.21 |
|
4.250 |
18.96 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.62 |
22.95 |
| PP |
22.57 |
22.79 |
| S1 |
22.52 |
22.63 |
|