ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
22.45 |
22.34 |
-0.11 |
-0.5% |
22.95 |
| High |
22.58 |
22.65 |
0.07 |
0.3% |
23.57 |
| Low |
22.21 |
22.09 |
-0.12 |
-0.5% |
22.33 |
| Close |
22.22 |
22.15 |
-0.07 |
-0.3% |
22.52 |
| Range |
0.37 |
0.56 |
0.19 |
51.4% |
1.24 |
| ATR |
0.69 |
0.68 |
-0.01 |
-1.4% |
0.00 |
| Volume |
20,241 |
34,374 |
14,133 |
69.8% |
240,061 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23.98 |
23.62 |
22.46 |
|
| R3 |
23.42 |
23.06 |
22.30 |
|
| R2 |
22.86 |
22.86 |
22.25 |
|
| R1 |
22.50 |
22.50 |
22.20 |
22.40 |
| PP |
22.30 |
22.30 |
22.30 |
22.25 |
| S1 |
21.94 |
21.94 |
22.10 |
21.84 |
| S2 |
21.74 |
21.74 |
22.05 |
|
| S3 |
21.18 |
21.38 |
22.00 |
|
| S4 |
20.62 |
20.82 |
21.84 |
|
|
| 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 |
22.09 |
1.48 |
6.7% |
0.61 |
2.8% |
4% |
False |
True |
42,489 |
| 10 |
23.57 |
21.94 |
1.63 |
7.4% |
0.60 |
2.7% |
13% |
False |
False |
42,567 |
| 20 |
23.67 |
21.78 |
1.89 |
8.5% |
0.63 |
2.8% |
20% |
False |
False |
43,519 |
| 40 |
24.68 |
21.62 |
3.06 |
13.8% |
0.75 |
3.4% |
17% |
False |
False |
44,864 |
| 60 |
25.43 |
21.18 |
4.25 |
19.2% |
0.81 |
3.6% |
23% |
False |
False |
50,284 |
| 80 |
26.25 |
21.18 |
5.07 |
22.9% |
0.87 |
3.9% |
19% |
False |
False |
49,661 |
| 100 |
26.25 |
18.52 |
7.73 |
34.9% |
0.82 |
3.7% |
47% |
False |
False |
45,955 |
| 120 |
26.25 |
16.78 |
9.47 |
42.8% |
0.77 |
3.5% |
57% |
False |
False |
41,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.03 |
|
2.618 |
24.12 |
|
1.618 |
23.56 |
|
1.000 |
23.21 |
|
0.618 |
23.00 |
|
HIGH |
22.65 |
|
0.618 |
22.44 |
|
0.500 |
22.37 |
|
0.382 |
22.30 |
|
LOW |
22.09 |
|
0.618 |
21.74 |
|
1.000 |
21.53 |
|
1.618 |
21.18 |
|
2.618 |
20.62 |
|
4.250 |
19.71 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.37 |
22.41 |
| PP |
22.30 |
22.32 |
| S1 |
22.22 |
22.24 |
|