ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
22.24 |
23.39 |
1.15 |
5.2% |
22.68 |
| High |
23.38 |
24.10 |
0.72 |
3.1% |
24.10 |
| Low |
22.13 |
23.12 |
0.99 |
4.5% |
22.09 |
| Close |
23.26 |
24.00 |
0.74 |
3.2% |
24.00 |
| Range |
1.25 |
0.98 |
-0.27 |
-21.6% |
2.01 |
| ATR |
0.72 |
0.74 |
0.02 |
2.5% |
0.00 |
| Volume |
32,639 |
86,336 |
53,697 |
164.5% |
222,621 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26.68 |
26.32 |
24.54 |
|
| R3 |
25.70 |
25.34 |
24.27 |
|
| R2 |
24.72 |
24.72 |
24.18 |
|
| R1 |
24.36 |
24.36 |
24.09 |
24.54 |
| PP |
23.74 |
23.74 |
23.74 |
23.83 |
| S1 |
23.38 |
23.38 |
23.91 |
23.56 |
| S2 |
22.76 |
22.76 |
23.82 |
|
| S3 |
21.78 |
22.40 |
23.73 |
|
| S4 |
20.80 |
21.42 |
23.46 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.43 |
28.72 |
25.11 |
|
| R3 |
27.42 |
26.71 |
24.55 |
|
| R2 |
25.41 |
25.41 |
24.37 |
|
| R1 |
24.70 |
24.70 |
24.18 |
25.06 |
| PP |
23.40 |
23.40 |
23.40 |
23.57 |
| S1 |
22.69 |
22.69 |
23.82 |
23.05 |
| S2 |
21.39 |
21.39 |
23.63 |
|
| S3 |
19.38 |
20.68 |
23.45 |
|
| S4 |
17.37 |
18.67 |
22.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24.10 |
22.09 |
2.01 |
8.4% |
0.71 |
2.9% |
95% |
True |
False |
44,524 |
| 10 |
24.10 |
22.09 |
2.01 |
8.4% |
0.69 |
2.9% |
95% |
True |
False |
46,268 |
| 20 |
24.10 |
21.94 |
2.16 |
9.0% |
0.66 |
2.7% |
95% |
True |
False |
42,839 |
| 40 |
24.68 |
21.78 |
2.90 |
12.1% |
0.75 |
3.1% |
77% |
False |
False |
45,399 |
| 60 |
25.43 |
21.18 |
4.25 |
17.7% |
0.81 |
3.4% |
66% |
False |
False |
50,143 |
| 80 |
26.25 |
21.18 |
5.07 |
21.1% |
0.88 |
3.7% |
56% |
False |
False |
49,803 |
| 100 |
26.25 |
18.90 |
7.35 |
30.6% |
0.84 |
3.5% |
69% |
False |
False |
46,890 |
| 120 |
26.25 |
16.78 |
9.47 |
39.5% |
0.78 |
3.3% |
76% |
False |
False |
42,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28.27 |
|
2.618 |
26.67 |
|
1.618 |
25.69 |
|
1.000 |
25.08 |
|
0.618 |
24.71 |
|
HIGH |
24.10 |
|
0.618 |
23.73 |
|
0.500 |
23.61 |
|
0.382 |
23.49 |
|
LOW |
23.12 |
|
0.618 |
22.51 |
|
1.000 |
22.14 |
|
1.618 |
21.53 |
|
2.618 |
20.55 |
|
4.250 |
18.96 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
23.87 |
23.70 |
| PP |
23.74 |
23.40 |
| S1 |
23.61 |
23.10 |
|