ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
26.54 |
26.51 |
-0.03 |
-0.1% |
24.07 |
| High |
26.71 |
27.10 |
0.39 |
1.5% |
26.94 |
| Low |
26.11 |
26.50 |
0.39 |
1.5% |
24.00 |
| Close |
26.50 |
27.08 |
0.58 |
2.2% |
26.34 |
| Range |
0.60 |
0.60 |
0.00 |
0.0% |
2.94 |
| ATR |
0.93 |
0.91 |
-0.02 |
-2.5% |
0.00 |
| Volume |
52,700 |
26,177 |
-26,523 |
-50.3% |
387,522 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28.69 |
28.49 |
27.41 |
|
| R3 |
28.09 |
27.89 |
27.25 |
|
| R2 |
27.49 |
27.49 |
27.19 |
|
| R1 |
27.29 |
27.29 |
27.14 |
27.39 |
| PP |
26.89 |
26.89 |
26.89 |
26.95 |
| S1 |
26.69 |
26.69 |
27.03 |
26.79 |
| S2 |
26.29 |
26.29 |
26.97 |
|
| S3 |
25.69 |
26.09 |
26.92 |
|
| S4 |
25.09 |
25.49 |
26.75 |
|
|
| 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 |
27.10 |
25.10 |
2.00 |
7.4% |
0.97 |
3.6% |
99% |
True |
False |
47,442 |
| 10 |
27.10 |
23.12 |
3.98 |
14.7% |
1.10 |
4.1% |
99% |
True |
False |
64,193 |
| 20 |
27.10 |
21.94 |
5.16 |
19.1% |
0.88 |
3.3% |
100% |
True |
False |
52,891 |
| 40 |
27.10 |
21.78 |
5.32 |
19.6% |
0.81 |
3.0% |
100% |
True |
False |
49,286 |
| 60 |
27.10 |
21.18 |
5.92 |
21.9% |
0.86 |
3.2% |
100% |
True |
False |
50,354 |
| 80 |
27.10 |
21.18 |
5.92 |
21.9% |
0.91 |
3.3% |
100% |
True |
False |
52,750 |
| 100 |
27.10 |
19.80 |
7.30 |
27.0% |
0.91 |
3.4% |
100% |
True |
False |
50,554 |
| 120 |
27.10 |
17.93 |
9.17 |
33.9% |
0.82 |
3.0% |
100% |
True |
False |
45,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29.65 |
|
2.618 |
28.67 |
|
1.618 |
28.07 |
|
1.000 |
27.70 |
|
0.618 |
27.47 |
|
HIGH |
27.10 |
|
0.618 |
26.87 |
|
0.500 |
26.80 |
|
0.382 |
26.73 |
|
LOW |
26.50 |
|
0.618 |
26.13 |
|
1.000 |
25.90 |
|
1.618 |
25.53 |
|
2.618 |
24.93 |
|
4.250 |
23.95 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
26.99 |
26.75 |
| PP |
26.89 |
26.43 |
| S1 |
26.80 |
26.10 |
|