ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
23.15 |
23.21 |
0.06 |
0.3% |
22.73 |
| High |
23.67 |
23.29 |
-0.38 |
-1.6% |
23.01 |
| Low |
23.08 |
22.56 |
-0.52 |
-2.3% |
21.78 |
| Close |
23.30 |
22.74 |
-0.56 |
-2.4% |
22.72 |
| Range |
0.59 |
0.73 |
0.14 |
23.7% |
1.23 |
| ATR |
0.78 |
0.78 |
0.00 |
-0.4% |
0.00 |
| Volume |
35,652 |
46,612 |
10,960 |
30.7% |
258,698 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.05 |
24.63 |
23.14 |
|
| R3 |
24.32 |
23.90 |
22.94 |
|
| R2 |
23.59 |
23.59 |
22.87 |
|
| R1 |
23.17 |
23.17 |
22.81 |
23.02 |
| PP |
22.86 |
22.86 |
22.86 |
22.79 |
| S1 |
22.44 |
22.44 |
22.67 |
22.29 |
| S2 |
22.13 |
22.13 |
22.61 |
|
| S3 |
21.40 |
21.71 |
22.54 |
|
| S4 |
20.67 |
20.98 |
22.34 |
|
|
| 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 |
23.67 |
22.47 |
1.20 |
5.3% |
0.53 |
2.3% |
23% |
False |
False |
36,357 |
| 10 |
23.67 |
21.78 |
1.89 |
8.3% |
0.64 |
2.8% |
51% |
False |
False |
46,615 |
| 20 |
24.00 |
21.78 |
2.22 |
9.8% |
0.74 |
3.2% |
43% |
False |
False |
46,202 |
| 40 |
25.43 |
21.18 |
4.25 |
18.7% |
0.85 |
3.8% |
37% |
False |
False |
50,187 |
| 60 |
26.25 |
21.18 |
5.07 |
22.3% |
0.91 |
4.0% |
31% |
False |
False |
51,910 |
| 80 |
26.25 |
19.31 |
6.94 |
30.5% |
0.90 |
4.0% |
49% |
False |
False |
49,337 |
| 100 |
26.25 |
17.93 |
8.32 |
36.6% |
0.80 |
3.5% |
58% |
False |
False |
43,433 |
| 120 |
26.25 |
16.61 |
9.64 |
42.4% |
0.74 |
3.2% |
64% |
False |
False |
39,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26.39 |
|
2.618 |
25.20 |
|
1.618 |
24.47 |
|
1.000 |
24.02 |
|
0.618 |
23.74 |
|
HIGH |
23.29 |
|
0.618 |
23.01 |
|
0.500 |
22.93 |
|
0.382 |
22.84 |
|
LOW |
22.56 |
|
0.618 |
22.11 |
|
1.000 |
21.83 |
|
1.618 |
21.38 |
|
2.618 |
20.65 |
|
4.250 |
19.46 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.93 |
23.12 |
| PP |
22.86 |
22.99 |
| S1 |
22.80 |
22.87 |
|