ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	24.22	23.57	-0.65	-2.7%	22.03
High	24.78	23.73	-1.05	-4.2%	24.78
Low	23.57	22.95	-0.62	-2.6%	21.92
Close	23.71	23.50	-0.21	-0.9%	23.50
Range	1.21	0.78	-0.43	-35.5%	2.86
ATR	0.72	0.72	0.00	0.6%	0.00
Volume	55,100	72,684	17,584	31.9%	309,777

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	25.73	25.40	23.93
R3	24.95	24.62	23.71
R2	24.17	24.17	23.64
R1	23.84	23.84	23.57	23.62
PP	23.39	23.39	23.39	23.28
S1	23.06	23.06	23.43	22.84
S2	22.61	22.61	23.36
S3	21.83	22.28	23.29
S4	21.05	21.50	23.07

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	31.98	30.60	25.07
R3	29.12	27.74	24.29
R2	26.26	26.26	24.02
R1	24.88	24.88	23.76	25.57
PP	23.40	23.40	23.40	23.75
S1	22.02	22.02	23.24	22.71
S2	20.54	20.54	22.98
S3	17.68	19.16	22.71
S4	14.82	16.30	21.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	24.78	21.92	2.86	12.2%	1.32	5.6%	55%	False	False	61,955
10	24.78	19.80	4.98	21.2%	0.96	4.1%	74%	False	False	48,063
20	24.78	18.64	6.14	26.1%	0.65	2.8%	79%	False	False	33,917
40	24.78	16.78	8.00	34.0%	0.56	2.4%	84%	False	False	27,084

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	27.05
2.618	25.77
1.618	24.99
1.000	24.51
0.618	24.21
HIGH	23.73
0.618	23.43
0.500	23.34
0.382	23.25
LOW	22.95
0.618	22.47
1.000	22.17
1.618	21.69
2.618	20.91
4.250	19.64

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	23.45	23.84
PP	23.39	23.73
S1	23.34	23.61

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