ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 27.53 26.93 -0.60 -2.2% 27.00
High 27.73 27.98 0.25 0.9% 28.95
Low 26.70 26.87 0.17 0.6% 27.00
Close 26.75 27.36 0.61 2.3% 27.53
Range 1.03 1.11 0.08 7.8% 1.95
ATR 0.97 0.99 0.02 1.9% 0.00
Volume 46,316 57,826 11,510 24.9% 211,749
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 30.73 30.16 27.97
R3 29.62 29.05 27.67
R2 28.51 28.51 27.56
R1 27.94 27.94 27.46 28.23
PP 27.40 27.40 27.40 27.55
S1 26.83 26.83 27.26 27.12
S2 26.29 26.29 27.16
S3 25.18 25.72 27.05
S4 24.07 24.61 26.75
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 33.68 32.55 28.60
R3 31.73 30.60 28.07
R2 29.78 29.78 27.89
R1 28.65 28.65 27.71 29.22
PP 27.83 27.83 27.83 28.11
S1 26.70 26.70 27.35 27.27
S2 25.88 25.88 27.17
S3 23.93 24.75 26.99
S4 21.98 22.80 26.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.95 26.70 2.25 8.2% 1.09 4.0% 29% False False 52,356
10 28.95 26.55 2.40 8.8% 1.02 3.7% 34% False False 37,527
20 28.95 23.12 5.83 21.3% 1.06 3.9% 73% False False 50,860
40 28.95 21.94 7.01 25.6% 0.85 3.1% 77% False False 46,582
60 28.95 21.78 7.17 26.2% 0.85 3.1% 78% False False 46,770
80 28.95 21.18 7.77 28.4% 0.87 3.2% 80% False False 49,953
100 28.95 21.18 7.77 28.4% 0.92 3.4% 80% False False 49,500
120 28.95 18.64 10.31 37.7% 0.87 3.2% 85% False False 46,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 32.70
2.618 30.89
1.618 29.78
1.000 29.09
0.618 28.67
HIGH 27.98
0.618 27.56
0.500 27.43
0.382 27.29
LOW 26.87
0.618 26.18
1.000 25.76
1.618 25.07
2.618 23.96
4.250 22.15
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 27.43 27.53
PP 27.40 27.47
S1 27.38 27.42

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

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