ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
22.50 |
21.28 |
-1.22 |
-5.4% |
23.88 |
| High |
22.96 |
21.79 |
-1.17 |
-5.1% |
24.62 |
| Low |
21.18 |
21.24 |
0.06 |
0.3% |
21.18 |
| Close |
21.24 |
21.63 |
0.39 |
1.8% |
21.24 |
| Range |
1.78 |
0.55 |
-1.23 |
-69.1% |
3.44 |
| ATR |
1.05 |
1.01 |
-0.04 |
-3.4% |
0.00 |
| Volume |
94,601 |
88,222 |
-6,379 |
-6.7% |
276,369 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23.20 |
22.97 |
21.93 |
|
| R3 |
22.65 |
22.42 |
21.78 |
|
| R2 |
22.10 |
22.10 |
21.73 |
|
| R1 |
21.87 |
21.87 |
21.68 |
21.99 |
| PP |
21.55 |
21.55 |
21.55 |
21.61 |
| S1 |
21.32 |
21.32 |
21.58 |
21.44 |
| S2 |
21.00 |
21.00 |
21.53 |
|
| S3 |
20.45 |
20.77 |
21.48 |
|
| S4 |
19.90 |
20.22 |
21.33 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32.67 |
30.39 |
23.13 |
|
| R3 |
29.23 |
26.95 |
22.19 |
|
| R2 |
25.79 |
25.79 |
21.87 |
|
| R1 |
23.51 |
23.51 |
21.56 |
22.93 |
| PP |
22.35 |
22.35 |
22.35 |
22.06 |
| S1 |
20.07 |
20.07 |
20.92 |
19.49 |
| S2 |
18.91 |
18.91 |
20.61 |
|
| S3 |
15.47 |
16.63 |
20.29 |
|
| S4 |
12.03 |
13.19 |
19.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.62 |
21.18 |
3.44 |
15.9% |
1.14 |
5.3% |
13% |
False |
False |
62,874 |
| 10 |
25.43 |
21.18 |
4.25 |
19.6% |
1.02 |
4.7% |
11% |
False |
False |
61,268 |
| 20 |
25.43 |
21.18 |
4.25 |
19.6% |
0.93 |
4.3% |
11% |
False |
False |
61,124 |
| 40 |
26.25 |
21.18 |
5.07 |
23.4% |
1.00 |
4.6% |
9% |
False |
False |
54,457 |
| 60 |
26.25 |
18.52 |
7.73 |
35.7% |
0.87 |
4.0% |
40% |
False |
False |
46,682 |
| 80 |
26.25 |
16.78 |
9.47 |
43.8% |
0.78 |
3.6% |
51% |
False |
False |
40,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24.13 |
|
2.618 |
23.23 |
|
1.618 |
22.68 |
|
1.000 |
22.34 |
|
0.618 |
22.13 |
|
HIGH |
21.79 |
|
0.618 |
21.58 |
|
0.500 |
21.52 |
|
0.382 |
21.45 |
|
LOW |
21.24 |
|
0.618 |
20.90 |
|
1.000 |
20.69 |
|
1.618 |
20.35 |
|
2.618 |
19.80 |
|
4.250 |
18.90 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
21.59 |
22.10 |
| PP |
21.55 |
21.94 |
| S1 |
21.52 |
21.79 |
|