ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.11 |
22.28 |
0.17 |
0.8% |
22.78 |
| High |
22.58 |
22.65 |
0.07 |
0.3% |
23.67 |
| Low |
22.00 |
21.94 |
-0.06 |
-0.3% |
22.23 |
| Close |
22.08 |
22.32 |
0.24 |
1.1% |
22.47 |
| Range |
0.58 |
0.71 |
0.13 |
22.4% |
1.44 |
| ATR |
0.77 |
0.77 |
0.00 |
-0.6% |
0.00 |
| Volume |
42,417 |
39,555 |
-2,862 |
-6.7% |
187,661 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.43 |
24.09 |
22.71 |
|
| R3 |
23.72 |
23.38 |
22.52 |
|
| R2 |
23.01 |
23.01 |
22.45 |
|
| R1 |
22.67 |
22.67 |
22.39 |
22.84 |
| PP |
22.30 |
22.30 |
22.30 |
22.39 |
| S1 |
21.96 |
21.96 |
22.25 |
22.13 |
| S2 |
21.59 |
21.59 |
22.19 |
|
| S3 |
20.88 |
21.25 |
22.12 |
|
| S4 |
20.17 |
20.54 |
21.93 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27.11 |
26.23 |
23.26 |
|
| R3 |
25.67 |
24.79 |
22.87 |
|
| R2 |
24.23 |
24.23 |
22.73 |
|
| R1 |
23.35 |
23.35 |
22.60 |
23.07 |
| PP |
22.79 |
22.79 |
22.79 |
22.65 |
| S1 |
21.91 |
21.91 |
22.34 |
21.63 |
| S2 |
21.35 |
21.35 |
22.21 |
|
| S3 |
19.91 |
20.47 |
22.07 |
|
| S4 |
18.47 |
19.03 |
21.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.29 |
21.94 |
1.35 |
6.0% |
0.73 |
3.3% |
28% |
False |
True |
42,043 |
| 10 |
23.67 |
21.94 |
1.73 |
7.8% |
0.62 |
2.8% |
22% |
False |
True |
39,410 |
| 20 |
24.00 |
21.78 |
2.22 |
9.9% |
0.72 |
3.2% |
24% |
False |
False |
45,906 |
| 40 |
25.37 |
21.18 |
4.19 |
18.8% |
0.84 |
3.8% |
27% |
False |
False |
48,177 |
| 60 |
26.25 |
21.18 |
5.07 |
22.7% |
0.91 |
4.1% |
22% |
False |
False |
52,358 |
| 80 |
26.25 |
20.19 |
6.06 |
27.2% |
0.92 |
4.1% |
35% |
False |
False |
50,178 |
| 100 |
26.25 |
17.93 |
8.32 |
37.3% |
0.81 |
3.6% |
53% |
False |
False |
44,349 |
| 120 |
26.25 |
16.61 |
9.64 |
43.2% |
0.75 |
3.4% |
59% |
False |
False |
39,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.67 |
|
2.618 |
24.51 |
|
1.618 |
23.80 |
|
1.000 |
23.36 |
|
0.618 |
23.09 |
|
HIGH |
22.65 |
|
0.618 |
22.38 |
|
0.500 |
22.30 |
|
0.382 |
22.21 |
|
LOW |
21.94 |
|
0.618 |
21.50 |
|
1.000 |
21.23 |
|
1.618 |
20.79 |
|
2.618 |
20.08 |
|
4.250 |
18.92 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.31 |
22.42 |
| PP |
22.30 |
22.39 |
| S1 |
22.30 |
22.35 |
|