ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 27.64 27.95 0.31 1.1% 27.00
High 28.28 28.34 0.06 0.2% 28.95
Low 27.40 27.70 0.30 1.1% 27.00
Close 28.04 27.76 -0.28 -1.0% 27.53
Range 0.88 0.64 -0.24 -27.3% 1.95
ATR 0.98 0.96 -0.02 -2.5% 0.00
Volume 62,651 50,842 -11,809 -18.8% 211,749
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 29.85 29.45 28.11
R3 29.21 28.81 27.94
R2 28.57 28.57 27.88
R1 28.17 28.17 27.82 28.05
PP 27.93 27.93 27.93 27.88
S1 27.53 27.53 27.70 27.41
S2 27.29 27.29 27.64
S3 26.65 26.89 27.58
S4 26.01 26.25 27.41
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 28.35 26.70 1.65 5.9% 0.94 3.4% 64% False False 53,690
10 28.95 26.56 2.39 8.6% 1.01 3.6% 50% False False 45,295
20 28.95 24.57 4.38 15.8% 1.02 3.7% 73% False False 48,669
40 28.95 21.94 7.01 25.3% 0.86 3.1% 83% False False 46,311
60 28.95 21.78 7.17 25.8% 0.84 3.0% 83% False False 47,076
80 28.95 21.18 7.77 28.0% 0.87 3.1% 85% False False 49,845
100 28.95 21.18 7.77 28.0% 0.92 3.3% 85% False False 49,980
120 28.95 18.92 10.03 36.1% 0.88 3.2% 88% False False 47,673
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 31.06
2.618 30.02
1.618 29.38
1.000 28.98
0.618 28.74
HIGH 28.34
0.618 28.10
0.500 28.02
0.382 27.94
LOW 27.70
0.618 27.30
1.000 27.06
1.618 26.66
2.618 26.02
4.250 24.98
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 28.02 27.71
PP 27.93 27.66
S1 27.85 27.61

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

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