ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
24.75 |
23.88 |
-0.87 |
-3.5% |
23.15 |
| High |
24.75 |
24.35 |
-0.40 |
-1.6% |
25.43 |
| Low |
23.68 |
23.79 |
0.11 |
0.5% |
23.15 |
| Close |
23.78 |
24.19 |
0.41 |
1.7% |
23.78 |
| Range |
1.07 |
0.56 |
-0.51 |
-47.7% |
2.28 |
| ATR |
0.97 |
0.94 |
-0.03 |
-2.9% |
0.00 |
| Volume |
41,545 |
50,220 |
8,675 |
20.9% |
295,314 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.79 |
25.55 |
24.50 |
|
| R3 |
25.23 |
24.99 |
24.34 |
|
| R2 |
24.67 |
24.67 |
24.29 |
|
| R1 |
24.43 |
24.43 |
24.24 |
24.55 |
| PP |
24.11 |
24.11 |
24.11 |
24.17 |
| S1 |
23.87 |
23.87 |
24.14 |
23.99 |
| S2 |
23.55 |
23.55 |
24.09 |
|
| S3 |
22.99 |
23.31 |
24.04 |
|
| S4 |
22.43 |
22.75 |
23.88 |
|
|
| 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 |
23.68 |
1.75 |
7.2% |
0.89 |
3.7% |
29% |
False |
False |
59,662 |
| 10 |
25.43 |
22.52 |
2.91 |
12.0% |
0.87 |
3.6% |
57% |
False |
False |
59,216 |
| 20 |
25.43 |
22.15 |
3.28 |
13.6% |
1.01 |
4.2% |
62% |
False |
False |
62,111 |
| 40 |
26.25 |
21.17 |
5.08 |
21.0% |
1.02 |
4.2% |
59% |
False |
False |
53,800 |
| 60 |
26.25 |
18.17 |
8.08 |
33.4% |
0.81 |
3.4% |
75% |
False |
False |
43,141 |
| 80 |
26.25 |
16.61 |
9.64 |
39.9% |
0.73 |
3.0% |
79% |
False |
False |
37,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.73 |
|
2.618 |
25.82 |
|
1.618 |
25.26 |
|
1.000 |
24.91 |
|
0.618 |
24.70 |
|
HIGH |
24.35 |
|
0.618 |
24.14 |
|
0.500 |
24.07 |
|
0.382 |
24.00 |
|
LOW |
23.79 |
|
0.618 |
23.44 |
|
1.000 |
23.23 |
|
1.618 |
22.88 |
|
2.618 |
22.32 |
|
4.250 |
21.41 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
24.15 |
24.53 |
| PP |
24.11 |
24.41 |
| S1 |
24.07 |
24.30 |
|