ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 22.45 22.34 -0.11 -0.5% 22.95
High 22.58 22.65 0.07 0.3% 23.57
Low 22.21 22.09 -0.12 -0.5% 22.33
Close 22.22 22.15 -0.07 -0.3% 22.52
Range 0.37 0.56 0.19 51.4% 1.24
ATR 0.69 0.68 -0.01 -1.4% 0.00
Volume 20,241 34,374 14,133 69.8% 240,061
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 23.98 23.62 22.46
R3 23.42 23.06 22.30
R2 22.86 22.86 22.25
R1 22.50 22.50 22.20 22.40
PP 22.30 22.30 22.30 22.25
S1 21.94 21.94 22.10 21.84
S2 21.74 21.74 22.05
S3 21.18 21.38 22.00
S4 20.62 20.82 21.84
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 26.53 25.76 23.20
R3 25.29 24.52 22.86
R2 24.05 24.05 22.75
R1 23.28 23.28 22.63 23.05
PP 22.81 22.81 22.81 22.69
S1 22.04 22.04 22.41 21.81
S2 21.57 21.57 22.29
S3 20.33 20.80 22.18
S4 19.09 19.56 21.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.57 22.09 1.48 6.7% 0.61 2.8% 4% False True 42,489
10 23.57 21.94 1.63 7.4% 0.60 2.7% 13% False False 42,567
20 23.67 21.78 1.89 8.5% 0.63 2.8% 20% False False 43,519
40 24.68 21.62 3.06 13.8% 0.75 3.4% 17% False False 44,864
60 25.43 21.18 4.25 19.2% 0.81 3.6% 23% False False 50,284
80 26.25 21.18 5.07 22.9% 0.87 3.9% 19% False False 49,661
100 26.25 18.52 7.73 34.9% 0.82 3.7% 47% False False 45,955
120 26.25 16.78 9.47 42.8% 0.77 3.5% 57% False False 41,647
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 25.03
2.618 24.12
1.618 23.56
1.000 23.21
0.618 23.00
HIGH 22.65
0.618 22.44
0.500 22.37
0.382 22.30
LOW 22.09
0.618 21.74
1.000 21.53
1.618 21.18
2.618 20.62
4.250 19.71
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 22.37 22.41
PP 22.30 22.32
S1 22.22 22.24

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

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