ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
22.28 |
22.95 |
0.67 |
3.0% |
22.75 |
| High |
22.65 |
23.00 |
0.35 |
1.5% |
22.90 |
| Low |
21.94 |
22.37 |
0.43 |
2.0% |
21.94 |
| Close |
22.32 |
22.64 |
0.32 |
1.4% |
22.32 |
| Range |
0.71 |
0.63 |
-0.08 |
-11.3% |
0.96 |
| ATR |
0.77 |
0.76 |
-0.01 |
-0.8% |
0.00 |
| Volume |
39,555 |
51,783 |
12,228 |
30.9% |
123,086 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.56 |
24.23 |
22.99 |
|
| R3 |
23.93 |
23.60 |
22.81 |
|
| R2 |
23.30 |
23.30 |
22.76 |
|
| R1 |
22.97 |
22.97 |
22.70 |
22.82 |
| PP |
22.67 |
22.67 |
22.67 |
22.60 |
| S1 |
22.34 |
22.34 |
22.58 |
22.19 |
| S2 |
22.04 |
22.04 |
22.52 |
|
| S3 |
21.41 |
21.71 |
22.47 |
|
| S4 |
20.78 |
21.08 |
22.29 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.27 |
24.75 |
22.85 |
|
| R3 |
24.31 |
23.79 |
22.58 |
|
| R2 |
23.35 |
23.35 |
22.50 |
|
| R1 |
22.83 |
22.83 |
22.41 |
22.61 |
| PP |
22.39 |
22.39 |
22.39 |
22.28 |
| S1 |
21.87 |
21.87 |
22.23 |
21.65 |
| S2 |
21.43 |
21.43 |
22.14 |
|
| S3 |
20.47 |
20.91 |
22.06 |
|
| S4 |
19.51 |
19.95 |
21.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.00 |
21.94 |
1.06 |
4.7% |
0.71 |
3.1% |
66% |
True |
False |
43,077 |
| 10 |
23.67 |
21.94 |
1.73 |
7.6% |
0.62 |
2.7% |
40% |
False |
False |
39,717 |
| 20 |
24.00 |
21.78 |
2.22 |
9.8% |
0.71 |
3.1% |
39% |
False |
False |
45,398 |
| 40 |
24.75 |
21.18 |
3.57 |
15.8% |
0.83 |
3.7% |
41% |
False |
False |
47,720 |
| 60 |
25.74 |
21.18 |
4.56 |
20.1% |
0.90 |
4.0% |
32% |
False |
False |
52,544 |
| 80 |
26.25 |
20.41 |
5.84 |
25.8% |
0.92 |
4.1% |
38% |
False |
False |
50,366 |
| 100 |
26.25 |
17.93 |
8.32 |
36.7% |
0.81 |
3.6% |
57% |
False |
False |
44,736 |
| 120 |
26.25 |
16.61 |
9.64 |
42.6% |
0.75 |
3.3% |
63% |
False |
False |
40,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25.68 |
|
2.618 |
24.65 |
|
1.618 |
24.02 |
|
1.000 |
23.63 |
|
0.618 |
23.39 |
|
HIGH |
23.00 |
|
0.618 |
22.76 |
|
0.500 |
22.69 |
|
0.382 |
22.61 |
|
LOW |
22.37 |
|
0.618 |
21.98 |
|
1.000 |
21.74 |
|
1.618 |
21.35 |
|
2.618 |
20.72 |
|
4.250 |
19.69 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.69 |
22.58 |
| PP |
22.67 |
22.53 |
| S1 |
22.66 |
22.47 |
|