ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
22.95 |
22.70 |
-0.25 |
-1.1% |
22.75 |
| High |
23.00 |
22.96 |
-0.04 |
-0.2% |
22.90 |
| Low |
22.37 |
22.52 |
0.15 |
0.7% |
21.94 |
| Close |
22.64 |
22.66 |
0.02 |
0.1% |
22.32 |
| Range |
0.63 |
0.44 |
-0.19 |
-30.2% |
0.96 |
| ATR |
0.76 |
0.74 |
-0.02 |
-3.0% |
0.00 |
| Volume |
51,783 |
36,175 |
-15,608 |
-30.1% |
123,086 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24.03 |
23.79 |
22.90 |
|
| R3 |
23.59 |
23.35 |
22.78 |
|
| R2 |
23.15 |
23.15 |
22.74 |
|
| R1 |
22.91 |
22.91 |
22.70 |
22.81 |
| PP |
22.71 |
22.71 |
22.71 |
22.67 |
| S1 |
22.47 |
22.47 |
22.62 |
22.37 |
| S2 |
22.27 |
22.27 |
22.58 |
|
| S3 |
21.83 |
22.03 |
22.54 |
|
| S4 |
21.39 |
21.59 |
22.42 |
|
|
| 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% |
0.64 |
2.8% |
68% |
False |
False |
42,208 |
| 10 |
23.67 |
21.94 |
1.73 |
7.6% |
0.63 |
2.8% |
42% |
False |
False |
39,870 |
| 20 |
24.00 |
21.78 |
2.22 |
9.8% |
0.70 |
3.1% |
40% |
False |
False |
44,980 |
| 40 |
24.68 |
21.18 |
3.50 |
15.4% |
0.82 |
3.6% |
42% |
False |
False |
47,586 |
| 60 |
25.43 |
21.18 |
4.25 |
18.8% |
0.89 |
3.9% |
35% |
False |
False |
52,261 |
| 80 |
26.25 |
20.57 |
5.68 |
25.1% |
0.92 |
4.1% |
37% |
False |
False |
50,416 |
| 100 |
26.25 |
18.17 |
8.08 |
35.7% |
0.81 |
3.6% |
56% |
False |
False |
44,699 |
| 120 |
26.25 |
16.61 |
9.64 |
42.5% |
0.75 |
3.3% |
63% |
False |
False |
40,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24.83 |
|
2.618 |
24.11 |
|
1.618 |
23.67 |
|
1.000 |
23.40 |
|
0.618 |
23.23 |
|
HIGH |
22.96 |
|
0.618 |
22.79 |
|
0.500 |
22.74 |
|
0.382 |
22.69 |
|
LOW |
22.52 |
|
0.618 |
22.25 |
|
1.000 |
22.08 |
|
1.618 |
21.81 |
|
2.618 |
21.37 |
|
4.250 |
20.65 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
22.74 |
22.60 |
| PP |
22.71 |
22.53 |
| S1 |
22.69 |
22.47 |
|