ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
23.19 |
23.08 |
-0.11 |
-0.5% |
24.10 |
| High |
23.73 |
23.30 |
-0.43 |
-1.8% |
24.68 |
| Low |
22.72 |
22.60 |
-0.12 |
-0.5% |
22.84 |
| Close |
22.94 |
22.65 |
-0.29 |
-1.3% |
23.12 |
| Range |
1.01 |
0.70 |
-0.31 |
-30.7% |
1.84 |
| ATR |
0.97 |
0.95 |
-0.02 |
-2.0% |
0.00 |
| Volume |
38,495 |
43,604 |
5,109 |
13.3% |
227,925 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.95 |
24.50 |
23.04 |
|
| R3 |
24.25 |
23.80 |
22.84 |
|
| R2 |
23.55 |
23.55 |
22.78 |
|
| R1 |
23.10 |
23.10 |
22.71 |
22.98 |
| PP |
22.85 |
22.85 |
22.85 |
22.79 |
| S1 |
22.40 |
22.40 |
22.59 |
22.28 |
| S2 |
22.15 |
22.15 |
22.52 |
|
| S3 |
21.45 |
21.70 |
22.46 |
|
| S4 |
20.75 |
21.00 |
22.27 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.07 |
27.93 |
24.13 |
|
| R3 |
27.23 |
26.09 |
23.63 |
|
| R2 |
25.39 |
25.39 |
23.46 |
|
| R1 |
24.25 |
24.25 |
23.29 |
23.90 |
| PP |
23.55 |
23.55 |
23.55 |
23.37 |
| S1 |
22.41 |
22.41 |
22.95 |
22.06 |
| S2 |
21.71 |
21.71 |
22.78 |
|
| S3 |
19.87 |
20.57 |
22.61 |
|
| S4 |
18.03 |
18.73 |
22.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.22 |
22.60 |
1.62 |
7.2% |
0.81 |
3.6% |
3% |
False |
True |
43,221 |
| 10 |
24.68 |
22.53 |
2.15 |
9.5% |
0.86 |
3.8% |
6% |
False |
False |
45,948 |
| 20 |
25.43 |
21.18 |
4.25 |
18.8% |
0.96 |
4.3% |
35% |
False |
False |
52,490 |
| 40 |
26.25 |
21.18 |
5.07 |
22.4% |
1.01 |
4.4% |
29% |
False |
False |
56,213 |
| 60 |
26.25 |
19.80 |
6.45 |
28.5% |
0.98 |
4.3% |
44% |
False |
False |
51,399 |
| 80 |
26.25 |
17.93 |
8.32 |
36.7% |
0.83 |
3.7% |
57% |
False |
False |
43,657 |
| 100 |
26.25 |
16.61 |
9.64 |
42.6% |
0.75 |
3.3% |
63% |
False |
False |
38,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.28 |
|
2.618 |
25.13 |
|
1.618 |
24.43 |
|
1.000 |
24.00 |
|
0.618 |
23.73 |
|
HIGH |
23.30 |
|
0.618 |
23.03 |
|
0.500 |
22.95 |
|
0.382 |
22.87 |
|
LOW |
22.60 |
|
0.618 |
22.17 |
|
1.000 |
21.90 |
|
1.618 |
21.47 |
|
2.618 |
20.77 |
|
4.250 |
19.63 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.95 |
23.17 |
| PP |
22.85 |
22.99 |
| S1 |
22.75 |
22.82 |
|