ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
23.39 |
24.07 |
0.68 |
2.9% |
22.68 |
| High |
24.10 |
25.40 |
1.30 |
5.4% |
24.10 |
| Low |
23.12 |
24.00 |
0.88 |
3.8% |
22.09 |
| Close |
24.00 |
25.28 |
1.28 |
5.3% |
24.00 |
| Range |
0.98 |
1.40 |
0.42 |
42.9% |
2.01 |
| ATR |
0.74 |
0.79 |
0.05 |
6.3% |
0.00 |
| Volume |
86,336 |
70,970 |
-15,366 |
-17.8% |
222,621 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.09 |
28.59 |
26.05 |
|
| R3 |
27.69 |
27.19 |
25.67 |
|
| R2 |
26.29 |
26.29 |
25.54 |
|
| R1 |
25.79 |
25.79 |
25.41 |
26.04 |
| PP |
24.89 |
24.89 |
24.89 |
25.02 |
| S1 |
24.39 |
24.39 |
25.15 |
24.64 |
| S2 |
23.49 |
23.49 |
25.02 |
|
| S3 |
22.09 |
22.99 |
24.90 |
|
| S4 |
20.69 |
21.59 |
24.51 |
|
|
| 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 |
25.40 |
22.09 |
3.31 |
13.1% |
0.91 |
3.6% |
96% |
True |
False |
48,912 |
| 10 |
25.40 |
22.09 |
3.31 |
13.1% |
0.77 |
3.0% |
96% |
True |
False |
48,186 |
| 20 |
25.40 |
21.94 |
3.46 |
13.7% |
0.70 |
2.7% |
97% |
True |
False |
43,952 |
| 40 |
25.40 |
21.78 |
3.62 |
14.3% |
0.75 |
3.0% |
97% |
True |
False |
46,279 |
| 60 |
25.43 |
21.18 |
4.25 |
16.8% |
0.82 |
3.3% |
96% |
False |
False |
50,236 |
| 80 |
26.25 |
21.18 |
5.07 |
20.1% |
0.89 |
3.5% |
81% |
False |
False |
50,308 |
| 100 |
26.25 |
18.92 |
7.33 |
29.0% |
0.85 |
3.4% |
87% |
False |
False |
47,473 |
| 120 |
26.25 |
17.10 |
9.15 |
36.2% |
0.79 |
3.1% |
89% |
False |
False |
43,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31.35 |
|
2.618 |
29.07 |
|
1.618 |
27.67 |
|
1.000 |
26.80 |
|
0.618 |
26.27 |
|
HIGH |
25.40 |
|
0.618 |
24.87 |
|
0.500 |
24.70 |
|
0.382 |
24.53 |
|
LOW |
24.00 |
|
0.618 |
23.13 |
|
1.000 |
22.60 |
|
1.618 |
21.73 |
|
2.618 |
20.33 |
|
4.250 |
18.05 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
25.09 |
24.78 |
| PP |
24.89 |
24.27 |
| S1 |
24.70 |
23.77 |
|