ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
23.49 |
23.04 |
-0.45 |
-1.9% |
22.85 |
| High |
23.89 |
23.42 |
-0.47 |
-2.0% |
24.38 |
| Low |
22.52 |
22.63 |
0.11 |
0.5% |
22.45 |
| Close |
23.08 |
22.92 |
-0.16 |
-0.7% |
23.24 |
| Range |
1.37 |
0.79 |
-0.58 |
-42.3% |
1.93 |
| ATR |
0.98 |
0.97 |
-0.01 |
-1.4% |
0.00 |
| Volume |
53,591 |
90,948 |
37,357 |
69.7% |
347,678 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.36 |
24.93 |
23.35 |
|
| R3 |
24.57 |
24.14 |
23.14 |
|
| R2 |
23.78 |
23.78 |
23.06 |
|
| R1 |
23.35 |
23.35 |
22.99 |
23.17 |
| PP |
22.99 |
22.99 |
22.99 |
22.90 |
| S1 |
22.56 |
22.56 |
22.85 |
22.38 |
| S2 |
22.20 |
22.20 |
22.78 |
|
| S3 |
21.41 |
21.77 |
22.70 |
|
| S4 |
20.62 |
20.98 |
22.49 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.15 |
28.12 |
24.30 |
|
| R3 |
27.22 |
26.19 |
23.77 |
|
| R2 |
25.29 |
25.29 |
23.59 |
|
| R1 |
24.26 |
24.26 |
23.42 |
24.78 |
| PP |
23.36 |
23.36 |
23.36 |
23.61 |
| S1 |
22.33 |
22.33 |
23.06 |
22.85 |
| S2 |
21.43 |
21.43 |
22.89 |
|
| S3 |
19.50 |
20.40 |
22.71 |
|
| S4 |
17.57 |
18.47 |
22.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.89 |
22.52 |
1.37 |
6.0% |
0.79 |
3.4% |
29% |
False |
False |
61,894 |
| 10 |
24.38 |
22.45 |
1.93 |
8.4% |
0.96 |
4.2% |
24% |
False |
False |
63,799 |
| 20 |
26.25 |
22.15 |
4.10 |
17.9% |
1.02 |
4.5% |
19% |
False |
False |
55,358 |
| 40 |
26.25 |
19.31 |
6.94 |
30.3% |
0.95 |
4.2% |
52% |
False |
False |
48,488 |
| 60 |
26.25 |
17.93 |
8.32 |
36.3% |
0.77 |
3.3% |
60% |
False |
False |
38,931 |
| 80 |
26.25 |
16.61 |
9.64 |
42.1% |
0.68 |
3.0% |
65% |
False |
False |
33,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.78 |
|
2.618 |
25.49 |
|
1.618 |
24.70 |
|
1.000 |
24.21 |
|
0.618 |
23.91 |
|
HIGH |
23.42 |
|
0.618 |
23.12 |
|
0.500 |
23.03 |
|
0.382 |
22.93 |
|
LOW |
22.63 |
|
0.618 |
22.14 |
|
1.000 |
21.84 |
|
1.618 |
21.35 |
|
2.618 |
20.56 |
|
4.250 |
19.27 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.03 |
23.21 |
| PP |
22.99 |
23.11 |
| S1 |
22.96 |
23.02 |
|