ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
25.25 |
24.96 |
-0.29 |
-1.1% |
22.68 |
| High |
25.72 |
26.15 |
0.43 |
1.7% |
24.10 |
| Low |
24.57 |
24.88 |
0.31 |
1.3% |
22.09 |
| Close |
24.82 |
25.94 |
1.12 |
4.5% |
24.00 |
| Range |
1.15 |
1.27 |
0.12 |
10.4% |
2.01 |
| ATR |
0.82 |
0.85 |
0.04 |
4.5% |
0.00 |
| Volume |
98,224 |
83,740 |
-14,484 |
-14.7% |
222,621 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.47 |
28.97 |
26.64 |
|
| R3 |
28.20 |
27.70 |
26.29 |
|
| R2 |
26.93 |
26.93 |
26.17 |
|
| R1 |
26.43 |
26.43 |
26.06 |
26.68 |
| PP |
25.66 |
25.66 |
25.66 |
25.78 |
| S1 |
25.16 |
25.16 |
25.82 |
25.41 |
| S2 |
24.39 |
24.39 |
25.71 |
|
| S3 |
23.12 |
23.89 |
25.59 |
|
| S4 |
21.85 |
22.62 |
25.24 |
|
|
| 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 |
26.15 |
22.13 |
4.02 |
15.5% |
1.21 |
4.7% |
95% |
True |
False |
74,381 |
| 10 |
26.15 |
22.09 |
4.06 |
15.7% |
0.91 |
3.5% |
95% |
True |
False |
58,435 |
| 20 |
26.15 |
21.94 |
4.21 |
16.2% |
0.77 |
3.0% |
95% |
True |
False |
50,251 |
| 40 |
26.15 |
21.78 |
4.37 |
16.8% |
0.78 |
3.0% |
95% |
True |
False |
48,186 |
| 60 |
26.15 |
21.18 |
4.97 |
19.2% |
0.84 |
3.2% |
96% |
True |
False |
51,217 |
| 80 |
26.25 |
21.18 |
5.07 |
19.5% |
0.89 |
3.4% |
94% |
False |
False |
51,246 |
| 100 |
26.25 |
19.25 |
7.00 |
27.0% |
0.87 |
3.3% |
96% |
False |
False |
49,013 |
| 120 |
26.25 |
17.90 |
8.35 |
32.2% |
0.80 |
3.1% |
96% |
False |
False |
44,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31.55 |
|
2.618 |
29.47 |
|
1.618 |
28.20 |
|
1.000 |
27.42 |
|
0.618 |
26.93 |
|
HIGH |
26.15 |
|
0.618 |
25.66 |
|
0.500 |
25.52 |
|
0.382 |
25.37 |
|
LOW |
24.88 |
|
0.618 |
24.10 |
|
1.000 |
23.61 |
|
1.618 |
22.83 |
|
2.618 |
21.56 |
|
4.250 |
19.48 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
25.80 |
25.65 |
| PP |
25.66 |
25.36 |
| S1 |
25.52 |
25.08 |
|