ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 26.96 27.00 0.04 0.1% 27.05
High 27.30 27.83 0.53 1.9% 27.49
Low 26.56 27.00 0.44 1.7% 26.55
Close 26.95 27.62 0.67 2.5% 26.95
Range 0.74 0.83 0.09 12.2% 0.94
ATR 0.88 0.88 0.00 0.0% 0.00
Volume 23,570 19,268 -4,302 -18.3% 59,387
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 29.97 29.63 28.08
R3 29.14 28.80 27.85
R2 28.31 28.31 27.77
R1 27.97 27.97 27.70 28.14
PP 27.48 27.48 27.48 27.57
S1 27.14 27.14 27.54 27.31
S2 26.65 26.65 27.47
S3 25.82 26.31 27.39
S4 24.99 25.48 27.16
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 29.82 29.32 27.47
R3 28.88 28.38 27.21
R2 27.94 27.94 27.12
R1 27.44 27.44 27.04 27.22
PP 27.00 27.00 27.00 26.89
S1 26.50 26.50 26.86 26.28
S2 26.06 26.06 26.78
S3 25.12 25.56 26.69
S4 24.18 24.62 26.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.83 26.50 1.33 4.8% 0.76 2.8% 84% True False 20,966
10 27.83 25.10 2.73 9.9% 0.94 3.4% 92% True False 38,131
20 27.83 22.09 5.74 20.8% 0.93 3.4% 96% True False 48,283
40 27.83 21.78 6.05 21.9% 0.81 2.9% 97% True False 46,616
60 27.83 21.18 6.65 24.1% 0.85 3.1% 97% True False 47,703
80 27.83 21.18 6.65 24.1% 0.89 3.2% 97% True False 51,305
100 27.83 21.17 6.66 24.1% 0.92 3.3% 97% True False 50,142
120 27.83 18.17 9.66 35.0% 0.83 3.0% 98% True False 45,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.36
2.618 30.00
1.618 29.17
1.000 28.66
0.618 28.34
HIGH 27.83
0.618 27.51
0.500 27.42
0.382 27.32
LOW 27.00
0.618 26.49
1.000 26.17
1.618 25.66
2.618 24.83
4.250 23.47
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 27.55 27.48
PP 27.48 27.33
S1 27.42 27.19

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

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