ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 24.10 23.81 -0.29 -1.2% 23.15
High 24.62 23.90 -0.72 -2.9% 25.43
Low 23.51 22.84 -0.67 -2.8% 23.15
Close 24.00 23.12 -0.88 -3.7% 23.78
Range 1.11 1.06 -0.05 -4.5% 2.28
ATR 0.95 0.97 0.01 1.6% 0.00
Volume 28,055 46,362 18,307 65.3% 295,314
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 26.47 25.85 23.70
R3 25.41 24.79 23.41
R2 24.35 24.35 23.31
R1 23.73 23.73 23.22 23.51
PP 23.29 23.29 23.29 23.18
S1 22.67 22.67 23.02 22.45
S2 22.23 22.23 22.93
S3 21.17 21.61 22.83
S4 20.11 20.55 22.54
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 30.96 29.65 25.03
R3 28.68 27.37 24.41
R2 26.40 26.40 24.20
R1 25.09 25.09 23.99 25.75
PP 24.12 24.12 24.12 24.45
S1 22.81 22.81 23.57 23.47
S2 21.84 21.84 23.36
S3 19.56 20.53 23.15
S4 17.28 18.25 22.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.37 22.84 2.53 10.9% 0.95 4.1% 11% False True 47,250
10 25.43 22.63 2.80 12.1% 0.91 3.9% 18% False False 57,119
20 25.43 22.45 2.98 12.9% 0.94 4.1% 22% False False 58,793
40 26.25 22.15 4.10 17.7% 1.01 4.4% 24% False False 52,705
60 26.25 18.52 7.73 33.4% 0.83 3.6% 60% False False 43,818
80 26.25 16.61 9.64 41.7% 0.75 3.2% 68% False False 37,595
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 28.41
2.618 26.68
1.618 25.62
1.000 24.96
0.618 24.56
HIGH 23.90
0.618 23.50
0.500 23.37
0.382 23.24
LOW 22.84
0.618 22.18
1.000 21.78
1.618 21.12
2.618 20.06
4.250 18.34
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 23.37 23.73
PP 23.29 23.53
S1 23.20 23.32

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

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