ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 27.00 27.50 0.50 1.9% 27.05
High 27.83 28.90 1.07 3.8% 27.49
Low 27.00 27.34 0.34 1.3% 26.55
Close 27.62 27.64 0.02 0.1% 26.95
Range 0.83 1.56 0.73 88.0% 0.94
ATR 0.88 0.93 0.05 5.5% 0.00
Volume 19,268 34,840 15,572 80.8% 59,387
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 32.64 31.70 28.50
R3 31.08 30.14 28.07
R2 29.52 29.52 27.93
R1 28.58 28.58 27.78 29.05
PP 27.96 27.96 27.96 28.20
S1 27.02 27.02 27.50 27.49
S2 26.40 26.40 27.35
S3 24.84 25.46 27.21
S4 23.28 23.90 26.78
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 28.90 26.55 2.35 8.5% 0.95 3.5% 46% True False 22,699
10 28.90 25.10 3.80 13.7% 0.96 3.5% 67% True False 35,070
20 28.90 22.09 6.81 24.6% 0.96 3.5% 81% True False 47,722
40 28.90 21.78 7.12 25.8% 0.82 3.0% 82% True False 46,210
60 28.90 21.18 7.72 27.9% 0.86 3.1% 84% True False 47,816
80 28.90 21.18 7.72 27.9% 0.88 3.2% 84% True False 51,165
100 28.90 21.18 7.72 27.9% 0.93 3.4% 84% True False 49,980
120 28.90 18.43 10.47 37.9% 0.84 3.0% 88% True False 45,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 35.53
2.618 32.98
1.618 31.42
1.000 30.46
0.618 29.86
HIGH 28.90
0.618 28.30
0.500 28.12
0.382 27.94
LOW 27.34
0.618 26.38
1.000 25.78
1.618 24.82
2.618 23.26
4.250 20.71
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 28.12 27.73
PP 27.96 27.70
S1 27.80 27.67

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

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