ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 27.78 27.90 0.12 0.4% 27.53
High 27.83 29.06 1.23 4.4% 28.34
Low 27.32 27.87 0.55 2.0% 26.70
Close 27.62 28.98 1.36 4.9% 27.62
Range 0.51 1.19 0.68 133.3% 1.64
ATR 0.93 0.96 0.04 3.9% 0.00
Volume 39,331 28,137 -11,194 -28.5% 256,966
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 32.21 31.78 29.63
R3 31.02 30.59 29.31
R2 29.83 29.83 29.20
R1 29.40 29.40 29.09 29.62
PP 28.64 28.64 28.64 28.74
S1 28.21 28.21 28.87 28.43
S2 27.45 27.45 28.76
S3 26.26 27.02 28.65
S4 25.07 25.83 28.33
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 32.47 31.69 28.52
R3 30.83 30.05 28.07
R2 29.19 29.19 27.92
R1 28.41 28.41 27.77 28.80
PP 27.55 27.55 27.55 27.75
S1 26.77 26.77 27.47 27.16
S2 25.91 25.91 27.32
S3 24.27 25.13 27.17
S4 22.63 23.49 26.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.06 26.87 2.19 7.6% 0.87 3.0% 96% True False 47,757
10 29.06 26.70 2.36 8.1% 1.03 3.5% 97% True False 47,758
20 29.06 25.10 3.96 13.7% 0.98 3.4% 98% True False 42,944
40 29.06 21.94 7.12 24.6% 0.88 3.0% 99% True False 46,598
60 29.06 21.78 7.28 25.1% 0.85 2.9% 99% True False 46,439
80 29.06 21.18 7.88 27.2% 0.88 3.0% 99% True False 49,149
100 29.06 21.18 7.88 27.2% 0.91 3.1% 99% True False 49,586
120 29.06 19.25 9.81 33.9% 0.89 3.1% 99% True False 48,001
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 0.21
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 34.12
2.618 32.18
1.618 30.99
1.000 30.25
0.618 29.80
HIGH 29.06
0.618 28.61
0.500 28.47
0.382 28.32
LOW 27.87
0.618 27.13
1.000 26.68
1.618 25.94
2.618 24.75
4.250 22.81
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 28.81 28.72
PP 28.64 28.45
S1 28.47 28.19

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

View Archives - Comment on this page... - Back to Index of Symbols