ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
24.18 |
23.79 |
-0.39 |
-1.6% |
21.28 |
| High |
24.39 |
24.22 |
-0.17 |
-0.7% |
24.34 |
| Low |
23.28 |
23.57 |
0.29 |
1.2% |
21.24 |
| Close |
23.59 |
24.04 |
0.45 |
1.9% |
23.91 |
| Range |
1.11 |
0.65 |
-0.46 |
-41.4% |
3.10 |
| ATR |
1.01 |
0.98 |
-0.03 |
-2.5% |
0.00 |
| Volume |
42,550 |
46,894 |
4,344 |
10.2% |
275,920 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.89 |
25.62 |
24.40 |
|
| R3 |
25.24 |
24.97 |
24.22 |
|
| R2 |
24.59 |
24.59 |
24.16 |
|
| R1 |
24.32 |
24.32 |
24.10 |
24.46 |
| PP |
23.94 |
23.94 |
23.94 |
24.01 |
| S1 |
23.67 |
23.67 |
23.98 |
23.81 |
| S2 |
23.29 |
23.29 |
23.92 |
|
| S3 |
22.64 |
23.02 |
23.86 |
|
| S4 |
21.99 |
22.37 |
23.68 |
|
|
| 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 |
22.59 |
2.09 |
8.7% |
0.90 |
3.7% |
69% |
False |
False |
46,180 |
| 10 |
24.68 |
21.18 |
3.50 |
14.6% |
1.01 |
4.2% |
82% |
False |
False |
56,846 |
| 20 |
25.43 |
21.18 |
4.25 |
17.7% |
0.96 |
4.0% |
67% |
False |
False |
56,982 |
| 40 |
26.25 |
21.18 |
5.07 |
21.1% |
0.99 |
4.1% |
56% |
False |
False |
54,532 |
| 60 |
26.25 |
19.25 |
7.00 |
29.1% |
0.95 |
4.0% |
68% |
False |
False |
50,177 |
| 80 |
26.25 |
17.93 |
8.32 |
34.6% |
0.81 |
3.4% |
73% |
False |
False |
42,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.98 |
|
2.618 |
25.92 |
|
1.618 |
25.27 |
|
1.000 |
24.87 |
|
0.618 |
24.62 |
|
HIGH |
24.22 |
|
0.618 |
23.97 |
|
0.500 |
23.90 |
|
0.382 |
23.82 |
|
LOW |
23.57 |
|
0.618 |
23.17 |
|
1.000 |
22.92 |
|
1.618 |
22.52 |
|
2.618 |
21.87 |
|
4.250 |
20.81 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.99 |
24.02 |
| PP |
23.94 |
24.00 |
| S1 |
23.90 |
23.98 |
|