ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
22.82 |
23.18 |
0.36 |
1.6% |
22.75 |
| High |
23.17 |
23.57 |
0.40 |
1.7% |
22.90 |
| Low |
22.60 |
22.67 |
0.07 |
0.3% |
21.94 |
| Close |
23.04 |
23.11 |
0.07 |
0.3% |
22.32 |
| Range |
0.57 |
0.90 |
0.33 |
57.9% |
0.96 |
| ATR |
0.72 |
0.74 |
0.01 |
1.7% |
0.00 |
| Volume |
43,302 |
46,066 |
2,764 |
6.4% |
123,086 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25.82 |
25.36 |
23.61 |
|
| R3 |
24.92 |
24.46 |
23.36 |
|
| R2 |
24.02 |
24.02 |
23.28 |
|
| R1 |
23.56 |
23.56 |
23.19 |
23.34 |
| PP |
23.12 |
23.12 |
23.12 |
23.01 |
| S1 |
22.66 |
22.66 |
23.03 |
22.44 |
| S2 |
22.22 |
22.22 |
22.95 |
|
| S3 |
21.32 |
21.76 |
22.86 |
|
| S4 |
20.42 |
20.86 |
22.62 |
|
|
| 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 |
23.57 |
21.94 |
1.63 |
7.1% |
0.65 |
2.8% |
72% |
True |
False |
43,376 |
| 10 |
23.67 |
21.94 |
1.73 |
7.5% |
0.68 |
2.9% |
68% |
False |
False |
42,319 |
| 20 |
24.00 |
21.78 |
2.22 |
9.6% |
0.69 |
3.0% |
60% |
False |
False |
44,698 |
| 40 |
24.68 |
21.18 |
3.50 |
15.1% |
0.81 |
3.5% |
55% |
False |
False |
47,863 |
| 60 |
25.43 |
21.18 |
4.25 |
18.4% |
0.85 |
3.7% |
45% |
False |
False |
52,313 |
| 80 |
26.25 |
21.18 |
5.07 |
21.9% |
0.92 |
4.0% |
38% |
False |
False |
50,545 |
| 100 |
26.25 |
18.43 |
7.82 |
33.8% |
0.82 |
3.5% |
60% |
False |
False |
45,141 |
| 120 |
26.25 |
16.61 |
9.64 |
41.7% |
0.76 |
3.3% |
67% |
False |
False |
40,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27.40 |
|
2.618 |
25.93 |
|
1.618 |
25.03 |
|
1.000 |
24.47 |
|
0.618 |
24.13 |
|
HIGH |
23.57 |
|
0.618 |
23.23 |
|
0.500 |
23.12 |
|
0.382 |
23.01 |
|
LOW |
22.67 |
|
0.618 |
22.11 |
|
1.000 |
21.77 |
|
1.618 |
21.21 |
|
2.618 |
20.31 |
|
4.250 |
18.85 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.12 |
23.09 |
| PP |
23.12 |
23.07 |
| S1 |
23.11 |
23.05 |
|