ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.76 |
22.75 |
-0.01 |
0.0% |
22.78 |
| High |
23.00 |
22.90 |
-0.10 |
-0.4% |
23.67 |
| Low |
22.23 |
22.04 |
-0.19 |
-0.9% |
22.23 |
| Close |
22.47 |
22.14 |
-0.33 |
-1.5% |
22.47 |
| Range |
0.77 |
0.86 |
0.09 |
11.7% |
1.44 |
| ATR |
0.78 |
0.78 |
0.01 |
0.7% |
0.00 |
| Volume |
40,520 |
41,114 |
594 |
1.5% |
187,661 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.94 |
24.40 |
22.61 |
|
| R3 |
24.08 |
23.54 |
22.38 |
|
| R2 |
23.22 |
23.22 |
22.30 |
|
| R1 |
22.68 |
22.68 |
22.22 |
22.52 |
| PP |
22.36 |
22.36 |
22.36 |
22.28 |
| S1 |
21.82 |
21.82 |
22.06 |
21.66 |
| S2 |
21.50 |
21.50 |
21.98 |
|
| S3 |
20.64 |
20.96 |
21.90 |
|
| S4 |
19.78 |
20.10 |
21.67 |
|
|
| 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 |
22.04 |
1.63 |
7.4% |
0.67 |
3.0% |
6% |
False |
True |
41,489 |
| 10 |
23.67 |
21.78 |
1.89 |
8.5% |
0.66 |
3.0% |
19% |
False |
False |
44,471 |
| 20 |
24.00 |
21.78 |
2.22 |
10.0% |
0.74 |
3.3% |
16% |
False |
False |
45,740 |
| 40 |
25.43 |
21.18 |
4.25 |
19.2% |
0.85 |
3.9% |
23% |
False |
False |
49,540 |
| 60 |
26.25 |
21.18 |
5.07 |
22.9% |
0.92 |
4.2% |
19% |
False |
False |
52,449 |
| 80 |
26.25 |
19.63 |
6.62 |
29.9% |
0.91 |
4.1% |
38% |
False |
False |
49,856 |
| 100 |
26.25 |
17.93 |
8.32 |
37.6% |
0.81 |
3.7% |
51% |
False |
False |
43,782 |
| 120 |
26.25 |
16.61 |
9.64 |
43.5% |
0.75 |
3.4% |
57% |
False |
False |
39,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.56 |
|
2.618 |
25.15 |
|
1.618 |
24.29 |
|
1.000 |
23.76 |
|
0.618 |
23.43 |
|
HIGH |
22.90 |
|
0.618 |
22.57 |
|
0.500 |
22.47 |
|
0.382 |
22.37 |
|
LOW |
22.04 |
|
0.618 |
21.51 |
|
1.000 |
21.18 |
|
1.618 |
20.65 |
|
2.618 |
19.79 |
|
4.250 |
18.39 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.47 |
22.67 |
| PP |
22.36 |
22.49 |
| S1 |
22.25 |
22.32 |
|