ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.61 |
22.83 |
0.22 |
1.0% |
22.73 |
| High |
23.01 |
22.85 |
-0.16 |
-0.7% |
23.01 |
| Low |
22.37 |
22.47 |
0.10 |
0.4% |
21.78 |
| Close |
22.69 |
22.72 |
0.03 |
0.1% |
22.72 |
| Range |
0.64 |
0.38 |
-0.26 |
-40.6% |
1.23 |
| ATR |
0.88 |
0.84 |
-0.04 |
-4.1% |
0.00 |
| Volume |
48,711 |
34,646 |
-14,065 |
-28.9% |
258,698 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23.82 |
23.65 |
22.93 |
|
| R3 |
23.44 |
23.27 |
22.82 |
|
| R2 |
23.06 |
23.06 |
22.79 |
|
| R1 |
22.89 |
22.89 |
22.75 |
22.79 |
| PP |
22.68 |
22.68 |
22.68 |
22.63 |
| S1 |
22.51 |
22.51 |
22.69 |
22.41 |
| S2 |
22.30 |
22.30 |
22.65 |
|
| S3 |
21.92 |
22.13 |
22.62 |
|
| S4 |
21.54 |
21.75 |
22.51 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.19 |
25.69 |
23.40 |
|
| R3 |
24.96 |
24.46 |
23.06 |
|
| R2 |
23.73 |
23.73 |
22.95 |
|
| R1 |
23.23 |
23.23 |
22.83 |
22.87 |
| PP |
22.50 |
22.50 |
22.50 |
22.32 |
| S1 |
22.00 |
22.00 |
22.61 |
21.64 |
| S2 |
21.27 |
21.27 |
22.49 |
|
| S3 |
20.04 |
20.77 |
22.38 |
|
| S4 |
18.81 |
19.54 |
22.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.01 |
21.78 |
1.23 |
5.4% |
0.66 |
2.9% |
76% |
False |
False |
51,739 |
| 10 |
24.00 |
21.78 |
2.22 |
9.8% |
0.77 |
3.4% |
42% |
False |
False |
50,090 |
| 20 |
24.68 |
21.78 |
2.90 |
12.8% |
0.80 |
3.5% |
32% |
False |
False |
47,622 |
| 40 |
25.43 |
21.18 |
4.25 |
18.7% |
0.88 |
3.9% |
36% |
False |
False |
52,379 |
| 60 |
26.25 |
21.18 |
5.07 |
22.3% |
0.94 |
4.1% |
30% |
False |
False |
52,113 |
| 80 |
26.25 |
19.23 |
7.02 |
30.9% |
0.89 |
3.9% |
50% |
False |
False |
48,629 |
| 100 |
26.25 |
17.80 |
8.45 |
37.2% |
0.80 |
3.5% |
58% |
False |
False |
43,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24.47 |
|
2.618 |
23.84 |
|
1.618 |
23.46 |
|
1.000 |
23.23 |
|
0.618 |
23.08 |
|
HIGH |
22.85 |
|
0.618 |
22.70 |
|
0.500 |
22.66 |
|
0.382 |
22.62 |
|
LOW |
22.47 |
|
0.618 |
22.24 |
|
1.000 |
22.09 |
|
1.618 |
21.86 |
|
2.618 |
21.48 |
|
4.250 |
20.86 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.70 |
22.67 |
| PP |
22.68 |
22.61 |
| S1 |
22.66 |
22.56 |
|