ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	19.52	19.92	0.40	2.0%	19.48
High	20.00	19.95	-0.05	-0.3%	20.00
Low	19.52	19.63	0.11	0.6%	19.25
Close	19.88	19.78	-0.10	-0.5%	19.78
Range	0.48	0.32	-0.16	-33.3%	0.75
ATR	0.39	0.39	-0.01	-1.3%	0.00
Volume	11,452	33,331	21,879	191.0%	112,115

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	20.75	20.58	19.96
R3	20.43	20.26	19.87
R2	20.11	20.11	19.84
R1	19.94	19.94	19.81	19.87
PP	19.79	19.79	19.79	19.75
S1	19.62	19.62	19.75	19.55
S2	19.47	19.47	19.72
S3	19.15	19.30	19.69
S4	18.83	18.98	19.60

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	21.93	21.60	20.19
R3	21.18	20.85	19.99
R2	20.43	20.43	19.92
R1	20.10	20.10	19.85	20.27
PP	19.68	19.68	19.68	19.76
S1	19.35	19.35	19.71	19.52
S2	18.93	18.93	19.64
S3	18.18	18.60	19.57
S4	17.43	17.85	19.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20.00	19.25	0.75	3.8%	0.35	1.8%	71%	False	False	22,423
10	20.00	18.64	1.36	6.9%	0.33	1.7%	84%	False	False	19,772
20	20.00	17.93	2.07	10.5%	0.39	2.0%	89%	False	False	20,433
40	20.00	16.61	3.39	17.1%	0.41	2.1%	94%	False	False	18,824

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21.31
2.618	20.79
1.618	20.47
1.000	20.27
0.618	20.15
HIGH	19.95
0.618	19.83
0.500	19.79
0.382	19.75
LOW	19.63
0.618	19.43
1.000	19.31
1.618	19.11
2.618	18.79
4.250	18.27

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	19.79	19.74
PP	19.79	19.70
S1	19.78	19.66

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols