ICE Sugar Future March 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
27.05 |
26.77 |
-0.28 |
-1.0% |
26.04 |
| High |
27.49 |
27.40 |
-0.09 |
-0.3% |
27.10 |
| Low |
26.70 |
26.55 |
-0.15 |
-0.6% |
25.10 |
| Close |
26.77 |
26.96 |
0.19 |
0.7% |
27.08 |
| Range |
0.79 |
0.85 |
0.06 |
7.6% |
2.00 |
| ATR |
0.90 |
0.89 |
0.00 |
-0.4% |
0.00 |
| Volume |
17,805 |
18,012 |
207 |
1.2% |
168,072 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29.52 |
29.09 |
27.43 |
|
| R3 |
28.67 |
28.24 |
27.19 |
|
| R2 |
27.82 |
27.82 |
27.12 |
|
| R1 |
27.39 |
27.39 |
27.04 |
27.61 |
| PP |
26.97 |
26.97 |
26.97 |
27.08 |
| S1 |
26.54 |
26.54 |
26.88 |
26.76 |
| S2 |
26.12 |
26.12 |
26.80 |
|
| S3 |
25.27 |
25.69 |
26.73 |
|
| S4 |
24.42 |
24.84 |
26.49 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32.43 |
31.75 |
28.18 |
|
| R3 |
30.43 |
29.75 |
27.63 |
|
| R2 |
28.43 |
28.43 |
27.45 |
|
| R1 |
27.75 |
27.75 |
27.26 |
28.09 |
| PP |
26.43 |
26.43 |
26.43 |
26.60 |
| S1 |
25.75 |
25.75 |
26.90 |
26.09 |
| S2 |
24.43 |
24.43 |
26.71 |
|
| S3 |
22.43 |
23.75 |
26.53 |
|
| S4 |
20.43 |
21.75 |
25.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27.49 |
25.10 |
2.39 |
8.9% |
0.88 |
3.3% |
78% |
False |
False |
30,494 |
| 10 |
27.49 |
24.57 |
2.92 |
10.8% |
1.03 |
3.8% |
82% |
False |
False |
52,044 |
| 20 |
27.49 |
22.09 |
5.40 |
20.0% |
0.90 |
3.3% |
90% |
False |
False |
50,115 |
| 40 |
27.49 |
21.78 |
5.71 |
21.2% |
0.80 |
3.0% |
91% |
False |
False |
47,757 |
| 60 |
27.49 |
21.18 |
6.31 |
23.4% |
0.85 |
3.2% |
92% |
False |
False |
48,518 |
| 80 |
27.49 |
21.18 |
6.31 |
23.4% |
0.90 |
3.3% |
92% |
False |
False |
51,937 |
| 100 |
27.49 |
20.41 |
7.08 |
26.3% |
0.92 |
3.4% |
93% |
False |
False |
50,316 |
| 120 |
27.49 |
17.93 |
9.56 |
35.5% |
0.83 |
3.1% |
94% |
False |
False |
45,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31.01 |
|
2.618 |
29.63 |
|
1.618 |
28.78 |
|
1.000 |
28.25 |
|
0.618 |
27.93 |
|
HIGH |
27.40 |
|
0.618 |
27.08 |
|
0.500 |
26.98 |
|
0.382 |
26.87 |
|
LOW |
26.55 |
|
0.618 |
26.02 |
|
1.000 |
25.70 |
|
1.618 |
25.17 |
|
2.618 |
24.32 |
|
4.250 |
22.94 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
26.98 |
27.00 |
| PP |
26.97 |
26.98 |
| S1 |
26.97 |
26.97 |
|