ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 22.61 22.83 0.22 1.0% 22.73
High 23.01 22.85 -0.16 -0.7% 23.01
Low 22.37 22.47 0.10 0.4% 21.78
Close 22.69 22.72 0.03 0.1% 22.72
Range 0.64 0.38 -0.26 -40.6% 1.23
ATR 0.88 0.84 -0.04 -4.1% 0.00
Volume 48,711 34,646 -14,065 -28.9% 258,698
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 23.82 23.65 22.93
R3 23.44 23.27 22.82
R2 23.06 23.06 22.79
R1 22.89 22.89 22.75 22.79
PP 22.68 22.68 22.68 22.63
S1 22.51 22.51 22.69 22.41
S2 22.30 22.30 22.65
S3 21.92 22.13 22.62
S4 21.54 21.75 22.51
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 26.19 25.69 23.40
R3 24.96 24.46 23.06
R2 23.73 23.73 22.95
R1 23.23 23.23 22.83 22.87
PP 22.50 22.50 22.50 22.32
S1 22.00 22.00 22.61 21.64
S2 21.27 21.27 22.49
S3 20.04 20.77 22.38
S4 18.81 19.54 22.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.01 21.78 1.23 5.4% 0.66 2.9% 76% False False 51,739
10 24.00 21.78 2.22 9.8% 0.77 3.4% 42% False False 50,090
20 24.68 21.78 2.90 12.8% 0.80 3.5% 32% False False 47,622
40 25.43 21.18 4.25 18.7% 0.88 3.9% 36% False False 52,379
60 26.25 21.18 5.07 22.3% 0.94 4.1% 30% False False 52,113
80 26.25 19.23 7.02 30.9% 0.89 3.9% 50% False False 48,629
100 26.25 17.80 8.45 37.2% 0.80 3.5% 58% False False 43,094
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 24.47
2.618 23.84
1.618 23.46
1.000 23.23
0.618 23.08
HIGH 22.85
0.618 22.70
0.500 22.66
0.382 22.62
LOW 22.47
0.618 22.24
1.000 22.09
1.618 21.86
2.618 21.48
4.250 20.86
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 22.70 22.67
PP 22.68 22.61
S1 22.66 22.56

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

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