ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 22.24 23.39 1.15 5.2% 22.68
High 23.38 24.10 0.72 3.1% 24.10
Low 22.13 23.12 0.99 4.5% 22.09
Close 23.26 24.00 0.74 3.2% 24.00
Range 1.25 0.98 -0.27 -21.6% 2.01
ATR 0.72 0.74 0.02 2.5% 0.00
Volume 32,639 86,336 53,697 164.5% 222,621
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 26.68 26.32 24.54
R3 25.70 25.34 24.27
R2 24.72 24.72 24.18
R1 24.36 24.36 24.09 24.54
PP 23.74 23.74 23.74 23.83
S1 23.38 23.38 23.91 23.56
S2 22.76 22.76 23.82
S3 21.78 22.40 23.73
S4 20.80 21.42 23.46
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 29.43 28.72 25.11
R3 27.42 26.71 24.55
R2 25.41 25.41 24.37
R1 24.70 24.70 24.18 25.06
PP 23.40 23.40 23.40 23.57
S1 22.69 22.69 23.82 23.05
S2 21.39 21.39 23.63
S3 19.38 20.68 23.45
S4 17.37 18.67 22.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.10 22.09 2.01 8.4% 0.71 2.9% 95% True False 44,524
10 24.10 22.09 2.01 8.4% 0.69 2.9% 95% True False 46,268
20 24.10 21.94 2.16 9.0% 0.66 2.7% 95% True False 42,839
40 24.68 21.78 2.90 12.1% 0.75 3.1% 77% False False 45,399
60 25.43 21.18 4.25 17.7% 0.81 3.4% 66% False False 50,143
80 26.25 21.18 5.07 21.1% 0.88 3.7% 56% False False 49,803
100 26.25 18.90 7.35 30.6% 0.84 3.5% 69% False False 46,890
120 26.25 16.78 9.47 39.5% 0.78 3.3% 76% False False 42,475
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 28.27
2.618 26.67
1.618 25.69
1.000 25.08
0.618 24.71
HIGH 24.10
0.618 23.73
0.500 23.61
0.382 23.49
LOW 23.12
0.618 22.51
1.000 22.14
1.618 21.53
2.618 20.55
4.250 18.96
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 23.87 23.70
PP 23.74 23.40
S1 23.61 23.10

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

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