ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
22.34 |
22.24 |
-0.10 |
-0.4% |
22.95 |
| High |
22.65 |
23.38 |
0.73 |
3.2% |
23.57 |
| Low |
22.09 |
22.13 |
0.04 |
0.2% |
22.33 |
| Close |
22.15 |
23.26 |
1.11 |
5.0% |
22.52 |
| Range |
0.56 |
1.25 |
0.69 |
123.2% |
1.24 |
| ATR |
0.68 |
0.72 |
0.04 |
5.9% |
0.00 |
| Volume |
34,374 |
32,639 |
-1,735 |
-5.0% |
240,061 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.67 |
26.22 |
23.95 |
|
| R3 |
25.42 |
24.97 |
23.60 |
|
| R2 |
24.17 |
24.17 |
23.49 |
|
| R1 |
23.72 |
23.72 |
23.37 |
23.95 |
| PP |
22.92 |
22.92 |
22.92 |
23.04 |
| S1 |
22.47 |
22.47 |
23.15 |
22.70 |
| S2 |
21.67 |
21.67 |
23.03 |
|
| S3 |
20.42 |
21.22 |
22.92 |
|
| S4 |
19.17 |
19.97 |
22.57 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.53 |
25.76 |
23.20 |
|
| R3 |
25.29 |
24.52 |
22.86 |
|
| R2 |
24.05 |
24.05 |
22.75 |
|
| R1 |
23.28 |
23.28 |
22.63 |
23.05 |
| PP |
22.81 |
22.81 |
22.81 |
22.69 |
| S1 |
22.04 |
22.04 |
22.41 |
21.81 |
| S2 |
21.57 |
21.57 |
22.29 |
|
| S3 |
20.33 |
20.80 |
22.18 |
|
| S4 |
19.09 |
19.56 |
21.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23.38 |
22.09 |
1.29 |
5.5% |
0.68 |
2.9% |
91% |
True |
False |
39,804 |
| 10 |
23.57 |
21.94 |
1.63 |
7.0% |
0.67 |
2.9% |
81% |
False |
False |
41,590 |
| 20 |
23.67 |
21.94 |
1.73 |
7.4% |
0.65 |
2.8% |
76% |
False |
False |
42,304 |
| 40 |
24.68 |
21.78 |
2.90 |
12.5% |
0.75 |
3.2% |
51% |
False |
False |
44,725 |
| 60 |
25.43 |
21.18 |
4.25 |
18.3% |
0.81 |
3.5% |
49% |
False |
False |
49,651 |
| 80 |
26.25 |
21.18 |
5.07 |
21.8% |
0.88 |
3.8% |
41% |
False |
False |
49,160 |
| 100 |
26.25 |
18.64 |
7.61 |
32.7% |
0.83 |
3.6% |
61% |
False |
False |
46,112 |
| 120 |
26.25 |
16.78 |
9.47 |
40.7% |
0.77 |
3.3% |
68% |
False |
False |
41,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.69 |
|
2.618 |
26.65 |
|
1.618 |
25.40 |
|
1.000 |
24.63 |
|
0.618 |
24.15 |
|
HIGH |
23.38 |
|
0.618 |
22.90 |
|
0.500 |
22.76 |
|
0.382 |
22.61 |
|
LOW |
22.13 |
|
0.618 |
21.36 |
|
1.000 |
20.88 |
|
1.618 |
20.11 |
|
2.618 |
18.86 |
|
4.250 |
16.82 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.09 |
23.09 |
| PP |
22.92 |
22.91 |
| S1 |
22.76 |
22.74 |
|