ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 26.04 25.64 -0.40 -1.5% 24.07
High 26.40 26.65 0.25 0.9% 26.94
Low 25.46 25.10 -0.36 -1.4% 24.00
Close 25.62 26.50 0.88 3.4% 26.34
Range 0.94 1.55 0.61 64.9% 2.94
ATR 0.91 0.95 0.05 5.0% 0.00
Volume 51,419 37,776 -13,643 -26.5% 387,522
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 30.73 30.17 27.35
R3 29.18 28.62 26.93
R2 27.63 27.63 26.78
R1 27.07 27.07 26.64 27.35
PP 26.08 26.08 26.08 26.23
S1 25.52 25.52 26.36 25.80
S2 24.53 24.53 26.22
S3 22.98 23.97 26.07
S4 21.43 22.42 25.65
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 24.88 2.06 7.8% 1.25 4.7% 79% False False 61,504
10 26.94 22.09 4.85 18.3% 1.16 4.4% 91% False False 63,006
20 26.94 21.94 5.00 18.9% 0.89 3.4% 91% False False 53,124
40 26.94 21.78 5.16 19.5% 0.82 3.1% 91% False False 49,366
60 26.94 21.18 5.76 21.7% 0.87 3.3% 92% False False 50,836
80 26.94 21.18 5.76 21.7% 0.91 3.4% 92% False False 52,416
100 26.94 19.52 7.42 28.0% 0.91 3.4% 94% False False 50,213
120 26.94 17.93 9.01 34.0% 0.82 3.1% 95% False False 45,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 33.24
2.618 30.71
1.618 29.16
1.000 28.20
0.618 27.61
HIGH 26.65
0.618 26.06
0.500 25.88
0.382 25.69
LOW 25.10
0.618 24.14
1.000 23.55
1.618 22.59
2.618 21.04
4.250 18.51
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 26.29 26.34
PP 26.08 26.18
S1 25.88 26.02

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

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