ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 22.11 22.28 0.17 0.8% 22.78
High 22.58 22.65 0.07 0.3% 23.67
Low 22.00 21.94 -0.06 -0.3% 22.23
Close 22.08 22.32 0.24 1.1% 22.47
Range 0.58 0.71 0.13 22.4% 1.44
ATR 0.77 0.77 0.00 -0.6% 0.00
Volume 42,417 39,555 -2,862 -6.7% 187,661
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 24.43 24.09 22.71
R3 23.72 23.38 22.52
R2 23.01 23.01 22.45
R1 22.67 22.67 22.39 22.84
PP 22.30 22.30 22.30 22.39
S1 21.96 21.96 22.25 22.13
S2 21.59 21.59 22.19
S3 20.88 21.25 22.12
S4 20.17 20.54 21.93
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 27.11 26.23 23.26
R3 25.67 24.79 22.87
R2 24.23 24.23 22.73
R1 23.35 23.35 22.60 23.07
PP 22.79 22.79 22.79 22.65
S1 21.91 21.91 22.34 21.63
S2 21.35 21.35 22.21
S3 19.91 20.47 22.07
S4 18.47 19.03 21.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.29 21.94 1.35 6.0% 0.73 3.3% 28% False True 42,043
10 23.67 21.94 1.73 7.8% 0.62 2.8% 22% False True 39,410
20 24.00 21.78 2.22 9.9% 0.72 3.2% 24% False False 45,906
40 25.37 21.18 4.19 18.8% 0.84 3.8% 27% False False 48,177
60 26.25 21.18 5.07 22.7% 0.91 4.1% 22% False False 52,358
80 26.25 20.19 6.06 27.2% 0.92 4.1% 35% False False 50,178
100 26.25 17.93 8.32 37.3% 0.81 3.6% 53% False False 44,349
120 26.25 16.61 9.64 43.2% 0.75 3.4% 59% False False 39,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.67
2.618 24.51
1.618 23.80
1.000 23.36
0.618 23.09
HIGH 22.65
0.618 22.38
0.500 22.30
0.382 22.21
LOW 21.94
0.618 21.50
1.000 21.23
1.618 20.79
2.618 20.08
4.250 18.92
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 22.31 22.42
PP 22.30 22.39
S1 22.30 22.35

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

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