ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
23.08 |
22.59 |
-0.49 |
-2.1% |
24.10 |
| High |
23.30 |
22.61 |
-0.69 |
-3.0% |
24.68 |
| Low |
22.60 |
21.78 |
-0.82 |
-3.6% |
22.84 |
| Close |
22.65 |
21.93 |
-0.72 |
-3.2% |
23.12 |
| Range |
0.70 |
0.83 |
0.13 |
18.6% |
1.84 |
| ATR |
0.95 |
0.94 |
-0.01 |
-0.6% |
0.00 |
| Volume |
43,604 |
35,046 |
-8,558 |
-19.6% |
227,925 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.60 |
24.09 |
22.39 |
|
| R3 |
23.77 |
23.26 |
22.16 |
|
| R2 |
22.94 |
22.94 |
22.08 |
|
| R1 |
22.43 |
22.43 |
22.01 |
22.27 |
| PP |
22.11 |
22.11 |
22.11 |
22.03 |
| S1 |
21.60 |
21.60 |
21.85 |
21.44 |
| S2 |
21.28 |
21.28 |
21.78 |
|
| S3 |
20.45 |
20.77 |
21.70 |
|
| S4 |
19.62 |
19.94 |
21.47 |
|
|
| 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 |
23.98 |
21.78 |
2.20 |
10.0% |
0.84 |
3.8% |
7% |
False |
True |
40,851 |
| 10 |
24.68 |
21.78 |
2.90 |
13.2% |
0.87 |
4.0% |
5% |
False |
True |
43,516 |
| 20 |
25.37 |
21.18 |
4.19 |
19.1% |
0.95 |
4.4% |
18% |
False |
False |
50,448 |
| 40 |
26.25 |
21.18 |
5.07 |
23.1% |
1.00 |
4.5% |
15% |
False |
False |
55,585 |
| 60 |
26.25 |
20.19 |
6.06 |
27.6% |
0.98 |
4.5% |
29% |
False |
False |
51,602 |
| 80 |
26.25 |
17.93 |
8.32 |
37.9% |
0.84 |
3.8% |
48% |
False |
False |
43,960 |
| 100 |
26.25 |
16.61 |
9.64 |
44.0% |
0.76 |
3.4% |
55% |
False |
False |
38,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.14 |
|
2.618 |
24.78 |
|
1.618 |
23.95 |
|
1.000 |
23.44 |
|
0.618 |
23.12 |
|
HIGH |
22.61 |
|
0.618 |
22.29 |
|
0.500 |
22.20 |
|
0.382 |
22.10 |
|
LOW |
21.78 |
|
0.618 |
21.27 |
|
1.000 |
20.95 |
|
1.618 |
20.44 |
|
2.618 |
19.61 |
|
4.250 |
18.25 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.20 |
22.76 |
| PP |
22.11 |
22.48 |
| S1 |
22.02 |
22.21 |
|