ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 19.30 19.48 0.18 0.9% 18.64
High 19.50 19.61 0.11 0.6% 19.50
Low 19.25 19.47 0.22 1.1% 18.64
Close 19.48 19.60 0.12 0.6% 19.48
Range 0.25 0.14 -0.11 -44.0% 0.86
ATR 0.40 0.38 -0.02 -4.7% 0.00
Volume 36,451 16,244 -20,207 -55.4% 85,609
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 19.98 19.93 19.68
R3 19.84 19.79 19.64
R2 19.70 19.70 19.63
R1 19.65 19.65 19.61 19.68
PP 19.56 19.56 19.56 19.57
S1 19.51 19.51 19.59 19.54
S2 19.42 19.42 19.57
S3 19.28 19.37 19.56
S4 19.14 19.23 19.52
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 21.79 21.49 19.95
R3 20.93 20.63 19.72
R2 20.07 20.07 19.64
R1 19.77 19.77 19.56 19.92
PP 19.21 19.21 19.21 19.28
S1 18.91 18.91 19.40 19.06
S2 18.35 18.35 19.32
S3 17.49 18.05 19.24
S4 16.63 17.19 19.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.61 18.90 0.71 3.6% 0.25 1.3% 99% True False 18,670
10 19.61 18.52 1.09 5.6% 0.31 1.6% 99% True False 18,698
20 19.61 17.93 1.68 8.6% 0.40 2.0% 99% True False 19,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 20.21
2.618 19.98
1.618 19.84
1.000 19.75
0.618 19.70
HIGH 19.61
0.618 19.56
0.500 19.54
0.382 19.52
LOW 19.47
0.618 19.38
1.000 19.33
1.618 19.24
2.618 19.10
4.250 18.88
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 19.58 19.54
PP 19.56 19.48
S1 19.54 19.42

These figures are updated between 7pm and 10pm EST after a trading day.

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