ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
26.73 |
26.04 |
-0.69 |
-2.6% |
24.07 |
| High |
26.94 |
26.40 |
-0.54 |
-2.0% |
26.94 |
| Low |
25.78 |
25.46 |
-0.32 |
-1.2% |
24.00 |
| Close |
26.34 |
25.62 |
-0.72 |
-2.7% |
26.34 |
| Range |
1.16 |
0.94 |
-0.22 |
-19.0% |
2.94 |
| ATR |
0.91 |
0.91 |
0.00 |
0.3% |
0.00 |
| Volume |
69,142 |
51,419 |
-17,723 |
-25.6% |
387,522 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.65 |
28.07 |
26.14 |
|
| R3 |
27.71 |
27.13 |
25.88 |
|
| R2 |
26.77 |
26.77 |
25.79 |
|
| R1 |
26.19 |
26.19 |
25.71 |
26.01 |
| PP |
25.83 |
25.83 |
25.83 |
25.74 |
| S1 |
25.25 |
25.25 |
25.53 |
25.07 |
| S2 |
24.89 |
24.89 |
25.45 |
|
| S3 |
23.95 |
24.31 |
25.36 |
|
| S4 |
23.01 |
23.37 |
25.10 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.58 |
33.40 |
27.96 |
|
| R3 |
31.64 |
30.46 |
27.15 |
|
| R2 |
28.70 |
28.70 |
26.88 |
|
| R1 |
27.52 |
27.52 |
26.61 |
28.11 |
| PP |
25.76 |
25.76 |
25.76 |
26.06 |
| S1 |
24.58 |
24.58 |
26.07 |
25.17 |
| S2 |
22.82 |
22.82 |
25.80 |
|
| S3 |
19.88 |
21.64 |
25.53 |
|
| S4 |
16.94 |
18.70 |
24.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26.94 |
24.57 |
2.37 |
9.3% |
1.17 |
4.6% |
44% |
False |
False |
73,594 |
| 10 |
26.94 |
22.09 |
4.85 |
18.9% |
1.04 |
4.1% |
73% |
False |
False |
61,253 |
| 20 |
26.94 |
21.94 |
5.00 |
19.5% |
0.86 |
3.3% |
74% |
False |
False |
53,261 |
| 40 |
26.94 |
21.78 |
5.16 |
20.1% |
0.80 |
3.1% |
74% |
False |
False |
49,731 |
| 60 |
26.94 |
21.18 |
5.76 |
22.5% |
0.85 |
3.3% |
77% |
False |
False |
51,211 |
| 80 |
26.94 |
21.18 |
5.76 |
22.5% |
0.90 |
3.5% |
77% |
False |
False |
52,248 |
| 100 |
26.94 |
19.31 |
7.63 |
29.8% |
0.89 |
3.5% |
83% |
False |
False |
50,122 |
| 120 |
26.94 |
17.93 |
9.01 |
35.2% |
0.81 |
3.2% |
85% |
False |
False |
45,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30.40 |
|
2.618 |
28.86 |
|
1.618 |
27.92 |
|
1.000 |
27.34 |
|
0.618 |
26.98 |
|
HIGH |
26.40 |
|
0.618 |
26.04 |
|
0.500 |
25.93 |
|
0.382 |
25.82 |
|
LOW |
25.46 |
|
0.618 |
24.88 |
|
1.000 |
24.52 |
|
1.618 |
23.94 |
|
2.618 |
23.00 |
|
4.250 |
21.47 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
25.93 |
26.20 |
| PP |
25.83 |
26.01 |
| S1 |
25.72 |
25.81 |
|