ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
24.07 |
25.25 |
1.18 |
4.9% |
22.68 |
| High |
25.40 |
25.72 |
0.32 |
1.3% |
24.10 |
| Low |
24.00 |
24.57 |
0.57 |
2.4% |
22.09 |
| Close |
25.28 |
24.82 |
-0.46 |
-1.8% |
24.00 |
| Range |
1.40 |
1.15 |
-0.25 |
-17.9% |
2.01 |
| ATR |
0.79 |
0.82 |
0.03 |
3.3% |
0.00 |
| Volume |
70,970 |
98,224 |
27,254 |
38.4% |
222,621 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.49 |
27.80 |
25.45 |
|
| R3 |
27.34 |
26.65 |
25.14 |
|
| R2 |
26.19 |
26.19 |
25.03 |
|
| R1 |
25.50 |
25.50 |
24.93 |
25.27 |
| PP |
25.04 |
25.04 |
25.04 |
24.92 |
| S1 |
24.35 |
24.35 |
24.71 |
24.12 |
| S2 |
23.89 |
23.89 |
24.61 |
|
| S3 |
22.74 |
23.20 |
24.50 |
|
| S4 |
21.59 |
22.05 |
24.19 |
|
|
| 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 |
25.72 |
22.09 |
3.63 |
14.6% |
1.07 |
4.3% |
75% |
True |
False |
64,508 |
| 10 |
25.72 |
22.09 |
3.63 |
14.6% |
0.84 |
3.4% |
75% |
True |
False |
54,391 |
| 20 |
25.72 |
21.94 |
3.78 |
15.2% |
0.73 |
3.0% |
76% |
True |
False |
47,131 |
| 40 |
25.72 |
21.78 |
3.94 |
15.9% |
0.76 |
3.1% |
77% |
True |
False |
47,376 |
| 60 |
25.72 |
21.18 |
4.54 |
18.3% |
0.83 |
3.3% |
80% |
True |
False |
50,629 |
| 80 |
26.25 |
21.18 |
5.07 |
20.4% |
0.89 |
3.6% |
72% |
False |
False |
50,868 |
| 100 |
26.25 |
19.23 |
7.02 |
28.3% |
0.86 |
3.5% |
80% |
False |
False |
48,329 |
| 120 |
26.25 |
17.80 |
8.45 |
34.0% |
0.79 |
3.2% |
83% |
False |
False |
43,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30.61 |
|
2.618 |
28.73 |
|
1.618 |
27.58 |
|
1.000 |
26.87 |
|
0.618 |
26.43 |
|
HIGH |
25.72 |
|
0.618 |
25.28 |
|
0.500 |
25.15 |
|
0.382 |
25.01 |
|
LOW |
24.57 |
|
0.618 |
23.86 |
|
1.000 |
23.42 |
|
1.618 |
22.71 |
|
2.618 |
21.56 |
|
4.250 |
19.68 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
25.15 |
24.69 |
| PP |
25.04 |
24.55 |
| S1 |
24.93 |
24.42 |
|