ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
23.02 |
22.68 |
-0.34 |
-1.5% |
22.95 |
High |
23.19 |
22.72 |
-0.47 |
-2.0% |
23.57 |
Low |
22.33 |
22.35 |
0.02 |
0.1% |
22.33 |
Close |
22.52 |
22.45 |
-0.07 |
-0.3% |
22.52 |
Range |
0.86 |
0.37 |
-0.49 |
-57.0% |
1.24 |
ATR |
0.75 |
0.72 |
-0.03 |
-3.6% |
0.00 |
Volume |
62,735 |
49,031 |
-13,704 |
-21.8% |
240,061 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.62 |
23.40 |
22.65 |
|
R3 |
23.25 |
23.03 |
22.55 |
|
R2 |
22.88 |
22.88 |
22.52 |
|
R1 |
22.66 |
22.66 |
22.48 |
22.59 |
PP |
22.51 |
22.51 |
22.51 |
22.47 |
S1 |
22.29 |
22.29 |
22.42 |
22.22 |
S2 |
22.14 |
22.14 |
22.38 |
|
S3 |
21.77 |
21.92 |
22.35 |
|
S4 |
21.40 |
21.55 |
22.25 |
|
|
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% |
0.63 |
2.8% |
10% |
False |
False |
47,461 |
10 |
23.57 |
21.94 |
1.63 |
7.3% |
0.67 |
3.0% |
31% |
False |
False |
45,269 |
20 |
23.67 |
21.78 |
1.89 |
8.4% |
0.65 |
2.9% |
35% |
False |
False |
45,942 |
40 |
24.68 |
21.18 |
3.50 |
15.6% |
0.78 |
3.5% |
36% |
False |
False |
48,070 |
60 |
25.43 |
21.18 |
4.25 |
18.9% |
0.84 |
3.7% |
30% |
False |
False |
51,636 |
80 |
26.25 |
21.18 |
5.07 |
22.6% |
0.90 |
4.0% |
25% |
False |
False |
50,238 |
100 |
26.25 |
18.52 |
7.73 |
34.4% |
0.82 |
3.7% |
51% |
False |
False |
45,864 |
120 |
26.25 |
16.61 |
9.64 |
42.9% |
0.77 |
3.4% |
61% |
False |
False |
41,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24.29 |
2.618 |
23.69 |
1.618 |
23.32 |
1.000 |
23.09 |
0.618 |
22.95 |
HIGH |
22.72 |
0.618 |
22.58 |
0.500 |
22.54 |
0.382 |
22.49 |
LOW |
22.35 |
0.618 |
22.12 |
1.000 |
21.98 |
1.618 |
21.75 |
2.618 |
21.38 |
4.250 |
20.78 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
22.54 |
22.95 |
PP |
22.51 |
22.78 |
S1 |
22.48 |
22.62 |
|