ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
23.85 |
24.10 |
0.25 |
1.0% |
21.28 |
| High |
24.34 |
24.68 |
0.34 |
1.4% |
24.34 |
| Low |
23.63 |
24.00 |
0.37 |
1.6% |
21.24 |
| Close |
23.91 |
24.17 |
0.26 |
1.1% |
23.91 |
| Range |
0.71 |
0.68 |
-0.03 |
-4.2% |
3.10 |
| ATR |
1.02 |
1.00 |
-0.02 |
-1.7% |
0.00 |
| Volume |
54,321 |
51,367 |
-2,954 |
-5.4% |
275,920 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.32 |
25.93 |
24.54 |
|
| R3 |
25.64 |
25.25 |
24.36 |
|
| R2 |
24.96 |
24.96 |
24.29 |
|
| R1 |
24.57 |
24.57 |
24.23 |
24.77 |
| PP |
24.28 |
24.28 |
24.28 |
24.38 |
| S1 |
23.89 |
23.89 |
24.11 |
24.09 |
| S2 |
23.60 |
23.60 |
24.05 |
|
| S3 |
22.92 |
23.21 |
23.98 |
|
| S4 |
22.24 |
22.53 |
23.80 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32.46 |
31.29 |
25.62 |
|
| R3 |
29.36 |
28.19 |
24.76 |
|
| R2 |
26.26 |
26.26 |
24.48 |
|
| R1 |
25.09 |
25.09 |
24.19 |
25.68 |
| PP |
23.16 |
23.16 |
23.16 |
23.46 |
| S1 |
21.99 |
21.99 |
23.63 |
22.58 |
| S2 |
20.06 |
20.06 |
23.34 |
|
| S3 |
16.96 |
18.89 |
23.06 |
|
| S4 |
13.86 |
15.79 |
22.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.68 |
21.62 |
3.06 |
12.7% |
0.97 |
4.0% |
83% |
True |
False |
47,813 |
| 10 |
24.68 |
21.18 |
3.50 |
14.5% |
1.06 |
4.4% |
85% |
True |
False |
55,343 |
| 20 |
25.43 |
21.18 |
4.25 |
17.6% |
0.96 |
4.0% |
70% |
False |
False |
57,280 |
| 40 |
26.25 |
21.18 |
5.07 |
21.0% |
1.00 |
4.1% |
59% |
False |
False |
54,307 |
| 60 |
26.25 |
19.25 |
7.00 |
29.0% |
0.93 |
3.8% |
70% |
False |
False |
49,564 |
| 80 |
26.25 |
17.90 |
8.35 |
34.5% |
0.81 |
3.3% |
75% |
False |
False |
42,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27.57 |
|
2.618 |
26.46 |
|
1.618 |
25.78 |
|
1.000 |
25.36 |
|
0.618 |
25.10 |
|
HIGH |
24.68 |
|
0.618 |
24.42 |
|
0.500 |
24.34 |
|
0.382 |
24.26 |
|
LOW |
24.00 |
|
0.618 |
23.58 |
|
1.000 |
23.32 |
|
1.618 |
22.90 |
|
2.618 |
22.22 |
|
4.250 |
21.11 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
24.34 |
23.99 |
| PP |
24.28 |
23.81 |
| S1 |
24.23 |
23.64 |
|