ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
22.70 |
22.82 |
0.12 |
0.5% |
22.75 |
| High |
22.96 |
23.17 |
0.21 |
0.9% |
22.90 |
| Low |
22.52 |
22.60 |
0.08 |
0.4% |
21.94 |
| Close |
22.66 |
23.04 |
0.38 |
1.7% |
22.32 |
| Range |
0.44 |
0.57 |
0.13 |
29.5% |
0.96 |
| ATR |
0.74 |
0.72 |
-0.01 |
-1.6% |
0.00 |
| Volume |
36,175 |
43,302 |
7,127 |
19.7% |
123,086 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.65 |
24.41 |
23.35 |
|
| R3 |
24.08 |
23.84 |
23.20 |
|
| R2 |
23.51 |
23.51 |
23.14 |
|
| R1 |
23.27 |
23.27 |
23.09 |
23.39 |
| PP |
22.94 |
22.94 |
22.94 |
23.00 |
| S1 |
22.70 |
22.70 |
22.99 |
22.82 |
| S2 |
22.37 |
22.37 |
22.94 |
|
| S3 |
21.80 |
22.13 |
22.88 |
|
| S4 |
21.23 |
21.56 |
22.73 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.27 |
24.75 |
22.85 |
|
| R3 |
24.31 |
23.79 |
22.58 |
|
| R2 |
23.35 |
23.35 |
22.50 |
|
| R1 |
22.83 |
22.83 |
22.41 |
22.61 |
| PP |
22.39 |
22.39 |
22.39 |
22.28 |
| S1 |
21.87 |
21.87 |
22.23 |
21.65 |
| S2 |
21.43 |
21.43 |
22.14 |
|
| S3 |
20.47 |
20.91 |
22.06 |
|
| S4 |
19.51 |
19.95 |
21.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.17 |
21.94 |
1.23 |
5.3% |
0.59 |
2.5% |
89% |
True |
False |
42,646 |
| 10 |
23.67 |
21.94 |
1.73 |
7.5% |
0.63 |
2.7% |
64% |
False |
False |
42,068 |
| 20 |
24.00 |
21.78 |
2.22 |
9.6% |
0.69 |
3.0% |
57% |
False |
False |
44,949 |
| 40 |
24.68 |
21.18 |
3.50 |
15.2% |
0.82 |
3.5% |
53% |
False |
False |
47,413 |
| 60 |
25.43 |
21.18 |
4.25 |
18.4% |
0.88 |
3.8% |
44% |
False |
False |
52,312 |
| 80 |
26.25 |
21.17 |
5.08 |
22.0% |
0.92 |
4.0% |
37% |
False |
False |
50,606 |
| 100 |
26.25 |
18.17 |
8.08 |
35.1% |
0.81 |
3.5% |
60% |
False |
False |
44,850 |
| 120 |
26.25 |
16.61 |
9.64 |
41.8% |
0.76 |
3.3% |
67% |
False |
False |
40,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.59 |
|
2.618 |
24.66 |
|
1.618 |
24.09 |
|
1.000 |
23.74 |
|
0.618 |
23.52 |
|
HIGH |
23.17 |
|
0.618 |
22.95 |
|
0.500 |
22.89 |
|
0.382 |
22.82 |
|
LOW |
22.60 |
|
0.618 |
22.25 |
|
1.000 |
22.03 |
|
1.618 |
21.68 |
|
2.618 |
21.11 |
|
4.250 |
20.18 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.99 |
22.95 |
| PP |
22.94 |
22.86 |
| S1 |
22.89 |
22.77 |
|