ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.75 |
22.11 |
-0.64 |
-2.8% |
22.78 |
| High |
22.90 |
22.58 |
-0.32 |
-1.4% |
23.67 |
| Low |
22.04 |
22.00 |
-0.04 |
-0.2% |
22.23 |
| Close |
22.14 |
22.08 |
-0.06 |
-0.3% |
22.47 |
| Range |
0.86 |
0.58 |
-0.28 |
-32.6% |
1.44 |
| ATR |
0.78 |
0.77 |
-0.01 |
-1.9% |
0.00 |
| Volume |
41,114 |
42,417 |
1,303 |
3.2% |
187,661 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23.96 |
23.60 |
22.40 |
|
| R3 |
23.38 |
23.02 |
22.24 |
|
| R2 |
22.80 |
22.80 |
22.19 |
|
| R1 |
22.44 |
22.44 |
22.13 |
22.33 |
| PP |
22.22 |
22.22 |
22.22 |
22.17 |
| S1 |
21.86 |
21.86 |
22.03 |
21.75 |
| S2 |
21.64 |
21.64 |
21.97 |
|
| S3 |
21.06 |
21.28 |
21.92 |
|
| S4 |
20.48 |
20.70 |
21.76 |
|
|
| 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 |
22.00 |
1.67 |
7.6% |
0.71 |
3.2% |
5% |
False |
True |
41,263 |
| 10 |
23.67 |
22.00 |
1.67 |
7.6% |
0.63 |
2.8% |
5% |
False |
True |
43,018 |
| 20 |
24.00 |
21.78 |
2.22 |
10.1% |
0.73 |
3.3% |
14% |
False |
False |
45,680 |
| 40 |
25.43 |
21.18 |
4.25 |
19.2% |
0.85 |
3.8% |
21% |
False |
False |
49,085 |
| 60 |
26.25 |
21.18 |
5.07 |
23.0% |
0.91 |
4.1% |
18% |
False |
False |
52,702 |
| 80 |
26.25 |
19.80 |
6.45 |
29.2% |
0.92 |
4.2% |
35% |
False |
False |
49,969 |
| 100 |
26.25 |
17.93 |
8.32 |
37.7% |
0.81 |
3.7% |
50% |
False |
False |
44,062 |
| 120 |
26.25 |
16.61 |
9.64 |
43.7% |
0.75 |
3.4% |
57% |
False |
False |
39,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.05 |
|
2.618 |
24.10 |
|
1.618 |
23.52 |
|
1.000 |
23.16 |
|
0.618 |
22.94 |
|
HIGH |
22.58 |
|
0.618 |
22.36 |
|
0.500 |
22.29 |
|
0.382 |
22.22 |
|
LOW |
22.00 |
|
0.618 |
21.64 |
|
1.000 |
21.42 |
|
1.618 |
21.06 |
|
2.618 |
20.48 |
|
4.250 |
19.54 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.29 |
22.50 |
| PP |
22.22 |
22.36 |
| S1 |
22.15 |
22.22 |
|