ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 25.96 26.73 0.77 3.0% 24.07
High 26.80 26.94 0.14 0.5% 26.94
Low 25.46 25.78 0.32 1.3% 24.00
Close 26.43 26.34 -0.09 -0.3% 26.34
Range 1.34 1.16 -0.18 -13.4% 2.94
ATR 0.89 0.91 0.02 2.2% 0.00
Volume 65,446 69,142 3,696 5.6% 387,522
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 29.83 29.25 26.98
R3 28.67 28.09 26.66
R2 27.51 27.51 26.55
R1 26.93 26.93 26.45 26.64
PP 26.35 26.35 26.35 26.21
S1 25.77 25.77 26.23 25.48
S2 25.19 25.19 26.13
S3 24.03 24.61 26.02
S4 22.87 23.45 25.70
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 34.58 33.40 27.96
R3 31.64 30.46 27.15
R2 28.70 28.70 26.88
R1 27.52 27.52 26.61 28.11
PP 25.76 25.76 25.76 26.06
S1 24.58 24.58 26.07 25.17
S2 22.82 22.82 25.80
S3 19.88 21.64 25.53
S4 16.94 18.70 24.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.94 24.00 2.94 11.2% 1.26 4.8% 80% True False 77,504
10 26.94 22.09 4.85 18.4% 0.99 3.7% 88% True False 61,014
20 26.94 21.94 5.00 19.0% 0.85 3.2% 88% True False 53,021
40 26.94 21.78 5.16 19.6% 0.80 3.0% 88% True False 49,314
60 26.94 21.18 5.76 21.9% 0.85 3.2% 90% True False 51,870
80 26.94 21.18 5.76 21.9% 0.89 3.4% 90% True False 51,923
100 26.94 19.25 7.69 29.2% 0.89 3.4% 92% True False 49,832
120 26.94 17.93 9.01 34.2% 0.81 3.1% 93% True False 44,845
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 31.87
2.618 29.98
1.618 28.82
1.000 28.10
0.618 27.66
HIGH 26.94
0.618 26.50
0.500 26.36
0.382 26.22
LOW 25.78
0.618 25.06
1.000 24.62
1.618 23.90
2.618 22.74
4.250 20.85
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 26.36 26.20
PP 26.35 26.05
S1 26.35 25.91

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

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