ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
22.87 |
23.15 |
0.28 |
1.2% |
23.20 |
| High |
23.38 |
24.20 |
0.82 |
3.5% |
23.89 |
| Low |
22.79 |
23.15 |
0.36 |
1.6% |
22.52 |
| Close |
23.17 |
24.10 |
0.93 |
4.0% |
23.17 |
| Range |
0.59 |
1.05 |
0.46 |
78.0% |
1.37 |
| ATR |
0.94 |
0.95 |
0.01 |
0.8% |
0.00 |
| Volume |
60,291 |
47,224 |
-13,067 |
-21.7% |
295,125 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.97 |
26.58 |
24.68 |
|
| R3 |
25.92 |
25.53 |
24.39 |
|
| R2 |
24.87 |
24.87 |
24.29 |
|
| R1 |
24.48 |
24.48 |
24.20 |
24.68 |
| PP |
23.82 |
23.82 |
23.82 |
23.91 |
| S1 |
23.43 |
23.43 |
24.00 |
23.63 |
| S2 |
22.77 |
22.77 |
23.91 |
|
| S3 |
21.72 |
22.38 |
23.81 |
|
| S4 |
20.67 |
21.33 |
23.52 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.30 |
26.61 |
23.92 |
|
| R3 |
25.93 |
25.24 |
23.55 |
|
| R2 |
24.56 |
24.56 |
23.42 |
|
| R1 |
23.87 |
23.87 |
23.30 |
23.53 |
| PP |
23.19 |
23.19 |
23.19 |
23.03 |
| S1 |
22.50 |
22.50 |
23.04 |
22.16 |
| S2 |
21.82 |
21.82 |
22.92 |
|
| S3 |
20.45 |
21.13 |
22.79 |
|
| S4 |
19.08 |
19.76 |
22.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.20 |
22.52 |
1.68 |
7.0% |
0.85 |
3.5% |
94% |
True |
False |
58,770 |
| 10 |
24.38 |
22.52 |
1.86 |
7.7% |
0.83 |
3.5% |
85% |
False |
False |
60,980 |
| 20 |
26.25 |
22.15 |
4.10 |
17.0% |
1.06 |
4.4% |
48% |
False |
False |
58,269 |
| 40 |
26.25 |
19.63 |
6.62 |
27.5% |
0.97 |
4.0% |
68% |
False |
False |
50,172 |
| 60 |
26.25 |
17.93 |
8.32 |
34.5% |
0.78 |
3.2% |
74% |
False |
False |
39,944 |
| 80 |
26.25 |
16.61 |
9.64 |
40.0% |
0.69 |
2.9% |
78% |
False |
False |
34,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.66 |
|
2.618 |
26.95 |
|
1.618 |
25.90 |
|
1.000 |
25.25 |
|
0.618 |
24.85 |
|
HIGH |
24.20 |
|
0.618 |
23.80 |
|
0.500 |
23.68 |
|
0.382 |
23.55 |
|
LOW |
23.15 |
|
0.618 |
22.50 |
|
1.000 |
22.10 |
|
1.618 |
21.45 |
|
2.618 |
20.40 |
|
4.250 |
18.69 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.96 |
23.87 |
| PP |
23.82 |
23.64 |
| S1 |
23.68 |
23.42 |
|