ICE Sugar Future March 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
24.96 |
25.96 |
1.00 |
4.0% |
22.68 |
High |
26.15 |
26.80 |
0.65 |
2.5% |
24.10 |
Low |
24.88 |
25.46 |
0.58 |
2.3% |
22.09 |
Close |
25.94 |
26.43 |
0.49 |
1.9% |
24.00 |
Range |
1.27 |
1.34 |
0.07 |
5.5% |
2.01 |
ATR |
0.85 |
0.89 |
0.03 |
4.1% |
0.00 |
Volume |
83,740 |
65,446 |
-18,294 |
-21.8% |
222,621 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.25 |
29.68 |
27.17 |
|
R3 |
28.91 |
28.34 |
26.80 |
|
R2 |
27.57 |
27.57 |
26.68 |
|
R1 |
27.00 |
27.00 |
26.55 |
27.29 |
PP |
26.23 |
26.23 |
26.23 |
26.37 |
S1 |
25.66 |
25.66 |
26.31 |
25.95 |
S2 |
24.89 |
24.89 |
26.18 |
|
S3 |
23.55 |
24.32 |
26.06 |
|
S4 |
22.21 |
22.98 |
25.69 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.43 |
28.72 |
25.11 |
|
R3 |
27.42 |
26.71 |
24.55 |
|
R2 |
25.41 |
25.41 |
24.37 |
|
R1 |
24.70 |
24.70 |
24.18 |
25.06 |
PP |
23.40 |
23.40 |
23.40 |
23.57 |
S1 |
22.69 |
22.69 |
23.82 |
23.05 |
S2 |
21.39 |
21.39 |
23.63 |
|
S3 |
19.38 |
20.68 |
23.45 |
|
S4 |
17.37 |
18.67 |
22.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26.80 |
23.12 |
3.68 |
13.9% |
1.23 |
4.6% |
90% |
True |
False |
80,943 |
10 |
26.80 |
22.09 |
4.71 |
17.8% |
0.96 |
3.6% |
92% |
True |
False |
60,373 |
20 |
26.80 |
21.94 |
4.86 |
18.4% |
0.82 |
3.1% |
92% |
True |
False |
51,346 |
40 |
26.80 |
21.78 |
5.02 |
19.0% |
0.79 |
3.0% |
93% |
True |
False |
48,758 |
60 |
26.80 |
21.18 |
5.62 |
21.3% |
0.86 |
3.2% |
93% |
True |
False |
51,611 |
80 |
26.80 |
21.18 |
5.62 |
21.3% |
0.89 |
3.4% |
93% |
True |
False |
51,496 |
100 |
26.80 |
19.25 |
7.55 |
28.6% |
0.88 |
3.3% |
95% |
True |
False |
49,303 |
120 |
26.80 |
17.93 |
8.87 |
33.6% |
0.80 |
3.0% |
96% |
True |
False |
44,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32.50 |
2.618 |
30.31 |
1.618 |
28.97 |
1.000 |
28.14 |
0.618 |
27.63 |
HIGH |
26.80 |
0.618 |
26.29 |
0.500 |
26.13 |
0.382 |
25.97 |
LOW |
25.46 |
0.618 |
24.63 |
1.000 |
24.12 |
1.618 |
23.29 |
2.618 |
21.95 |
4.250 |
19.77 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
26.33 |
26.18 |
PP |
26.23 |
25.93 |
S1 |
26.13 |
25.69 |
|