ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
24.28 |
24.95 |
0.67 |
2.8% |
23.20 |
| High |
25.15 |
25.43 |
0.28 |
1.1% |
23.89 |
| Low |
24.28 |
24.41 |
0.13 |
0.5% |
22.52 |
| Close |
24.94 |
25.39 |
0.45 |
1.8% |
23.17 |
| Range |
0.87 |
1.02 |
0.15 |
17.2% |
1.37 |
| ATR |
0.96 |
0.96 |
0.00 |
0.5% |
0.00 |
| Volume |
60,591 |
75,886 |
15,295 |
25.2% |
295,125 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.14 |
27.78 |
25.95 |
|
| R3 |
27.12 |
26.76 |
25.67 |
|
| R2 |
26.10 |
26.10 |
25.58 |
|
| R1 |
25.74 |
25.74 |
25.48 |
25.92 |
| PP |
25.08 |
25.08 |
25.08 |
25.17 |
| S1 |
24.72 |
24.72 |
25.30 |
24.90 |
| S2 |
24.06 |
24.06 |
25.20 |
|
| S3 |
23.04 |
23.70 |
25.11 |
|
| S4 |
22.02 |
22.68 |
24.83 |
|
|
| 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 |
25.43 |
22.63 |
2.80 |
11.0% |
0.86 |
3.4% |
99% |
True |
False |
66,988 |
| 10 |
25.43 |
22.52 |
2.91 |
11.5% |
0.82 |
3.2% |
99% |
True |
False |
61,885 |
| 20 |
26.25 |
22.15 |
4.10 |
16.1% |
1.04 |
4.1% |
79% |
False |
False |
60,721 |
| 40 |
26.25 |
20.19 |
6.06 |
23.9% |
1.00 |
3.9% |
86% |
False |
False |
52,179 |
| 60 |
26.25 |
17.93 |
8.32 |
32.8% |
0.80 |
3.1% |
90% |
False |
False |
41,797 |
| 80 |
26.25 |
16.61 |
9.64 |
38.0% |
0.71 |
2.8% |
91% |
False |
False |
35,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29.77 |
|
2.618 |
28.10 |
|
1.618 |
27.08 |
|
1.000 |
26.45 |
|
0.618 |
26.06 |
|
HIGH |
25.43 |
|
0.618 |
25.04 |
|
0.500 |
24.92 |
|
0.382 |
24.80 |
|
LOW |
24.41 |
|
0.618 |
23.78 |
|
1.000 |
23.39 |
|
1.618 |
22.76 |
|
2.618 |
21.74 |
|
4.250 |
20.08 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
25.23 |
25.02 |
| PP |
25.08 |
24.66 |
| S1 |
24.92 |
24.29 |
|