ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
25.30 |
24.75 |
-0.55 |
-2.2% |
23.15 |
| High |
25.37 |
24.75 |
-0.62 |
-2.4% |
25.43 |
| Low |
24.43 |
23.68 |
-0.75 |
-3.1% |
23.15 |
| Close |
24.64 |
23.78 |
-0.86 |
-3.5% |
23.78 |
| Range |
0.94 |
1.07 |
0.13 |
13.8% |
2.28 |
| ATR |
0.96 |
0.97 |
0.01 |
0.8% |
0.00 |
| Volume |
70,068 |
41,545 |
-28,523 |
-40.7% |
295,314 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.28 |
26.60 |
24.37 |
|
| R3 |
26.21 |
25.53 |
24.07 |
|
| R2 |
25.14 |
25.14 |
23.98 |
|
| R1 |
24.46 |
24.46 |
23.88 |
24.27 |
| PP |
24.07 |
24.07 |
24.07 |
23.97 |
| S1 |
23.39 |
23.39 |
23.68 |
23.20 |
| S2 |
23.00 |
23.00 |
23.58 |
|
| S3 |
21.93 |
22.32 |
23.49 |
|
| S4 |
20.86 |
21.25 |
23.19 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30.96 |
29.65 |
25.03 |
|
| R3 |
28.68 |
27.37 |
24.41 |
|
| R2 |
26.40 |
26.40 |
24.20 |
|
| R1 |
25.09 |
25.09 |
23.99 |
25.75 |
| PP |
24.12 |
24.12 |
24.12 |
24.45 |
| S1 |
22.81 |
22.81 |
23.57 |
23.47 |
| S2 |
21.84 |
21.84 |
23.36 |
|
| S3 |
19.56 |
20.53 |
23.15 |
|
| S4 |
17.28 |
18.25 |
22.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
25.43 |
23.15 |
2.28 |
9.6% |
0.99 |
4.2% |
28% |
False |
False |
59,062 |
| 10 |
25.43 |
22.52 |
2.91 |
12.2% |
0.88 |
3.7% |
43% |
False |
False |
59,043 |
| 20 |
25.43 |
22.15 |
3.28 |
13.8% |
1.03 |
4.3% |
50% |
False |
False |
61,613 |
| 40 |
26.25 |
20.57 |
5.68 |
23.9% |
1.03 |
4.3% |
57% |
False |
False |
53,247 |
| 60 |
26.25 |
18.17 |
8.08 |
34.0% |
0.81 |
3.4% |
69% |
False |
False |
42,775 |
| 80 |
26.25 |
16.61 |
9.64 |
40.5% |
0.72 |
3.0% |
74% |
False |
False |
36,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29.30 |
|
2.618 |
27.55 |
|
1.618 |
26.48 |
|
1.000 |
25.82 |
|
0.618 |
25.41 |
|
HIGH |
24.75 |
|
0.618 |
24.34 |
|
0.500 |
24.22 |
|
0.382 |
24.09 |
|
LOW |
23.68 |
|
0.618 |
23.02 |
|
1.000 |
22.61 |
|
1.618 |
21.95 |
|
2.618 |
20.88 |
|
4.250 |
19.13 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
24.22 |
24.56 |
| PP |
24.07 |
24.30 |
| S1 |
23.93 |
24.04 |
|