ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
23.18 |
23.02 |
-0.16 |
-0.7% |
22.95 |
| High |
23.57 |
23.19 |
-0.38 |
-1.6% |
23.57 |
| Low |
22.67 |
22.33 |
-0.34 |
-1.5% |
22.33 |
| Close |
23.11 |
22.52 |
-0.59 |
-2.6% |
22.52 |
| Range |
0.90 |
0.86 |
-0.04 |
-4.4% |
1.24 |
| ATR |
0.74 |
0.75 |
0.01 |
1.2% |
0.00 |
| Volume |
46,066 |
62,735 |
16,669 |
36.2% |
240,061 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.26 |
24.75 |
22.99 |
|
| R3 |
24.40 |
23.89 |
22.76 |
|
| R2 |
23.54 |
23.54 |
22.68 |
|
| R1 |
23.03 |
23.03 |
22.60 |
22.86 |
| PP |
22.68 |
22.68 |
22.68 |
22.59 |
| S1 |
22.17 |
22.17 |
22.44 |
22.00 |
| S2 |
21.82 |
21.82 |
22.36 |
|
| S3 |
20.96 |
21.31 |
22.28 |
|
| S4 |
20.10 |
20.45 |
22.05 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.53 |
25.76 |
23.20 |
|
| R3 |
25.29 |
24.52 |
22.86 |
|
| R2 |
24.05 |
24.05 |
22.75 |
|
| R1 |
23.28 |
23.28 |
22.63 |
23.05 |
| PP |
22.81 |
22.81 |
22.81 |
22.69 |
| S1 |
22.04 |
22.04 |
22.41 |
21.81 |
| S2 |
21.57 |
21.57 |
22.29 |
|
| S3 |
20.33 |
20.80 |
22.18 |
|
| S4 |
19.09 |
19.56 |
21.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.57 |
22.33 |
1.24 |
5.5% |
0.68 |
3.0% |
15% |
False |
True |
48,012 |
| 10 |
23.57 |
21.94 |
1.63 |
7.2% |
0.71 |
3.1% |
36% |
False |
False |
45,027 |
| 20 |
23.95 |
21.78 |
2.17 |
9.6% |
0.71 |
3.1% |
34% |
False |
False |
45,395 |
| 40 |
24.68 |
21.18 |
3.50 |
15.5% |
0.81 |
3.6% |
38% |
False |
False |
48,272 |
| 60 |
25.43 |
21.18 |
4.25 |
18.9% |
0.85 |
3.8% |
32% |
False |
False |
51,779 |
| 80 |
26.25 |
21.18 |
5.07 |
22.5% |
0.91 |
4.0% |
26% |
False |
False |
50,488 |
| 100 |
26.25 |
18.52 |
7.73 |
34.3% |
0.82 |
3.7% |
52% |
False |
False |
45,600 |
| 120 |
26.25 |
16.61 |
9.64 |
42.8% |
0.77 |
3.4% |
61% |
False |
False |
41,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.85 |
|
2.618 |
25.44 |
|
1.618 |
24.58 |
|
1.000 |
24.05 |
|
0.618 |
23.72 |
|
HIGH |
23.19 |
|
0.618 |
22.86 |
|
0.500 |
22.76 |
|
0.382 |
22.66 |
|
LOW |
22.33 |
|
0.618 |
21.80 |
|
1.000 |
21.47 |
|
1.618 |
20.94 |
|
2.618 |
20.08 |
|
4.250 |
18.68 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.76 |
22.95 |
| PP |
22.68 |
22.81 |
| S1 |
22.60 |
22.66 |
|