ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 28.97 29.29 0.32 1.1% 27.53
High 29.45 29.82 0.37 1.3% 28.34
Low 28.57 28.68 0.11 0.4% 26.70
Close 29.11 29.26 0.15 0.5% 27.62
Range 0.88 1.14 0.26 29.5% 1.64
ATR 0.96 0.97 0.01 1.4% 0.00
Volume 54,134 54,787 653 1.2% 256,966
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 32.67 32.11 29.89
R3 31.53 30.97 29.57
R2 30.39 30.39 29.47
R1 29.83 29.83 29.36 29.54
PP 29.25 29.25 29.25 29.11
S1 28.69 28.69 29.16 28.40
S2 28.11 28.11 29.05
S3 26.97 27.55 28.95
S4 25.83 26.41 28.63
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 29.82 27.32 2.50 8.5% 0.87 3.0% 78% True False 45,446
10 29.82 26.70 3.12 10.7% 0.95 3.2% 82% True False 49,359
20 29.82 25.10 4.72 16.1% 0.96 3.3% 88% True False 41,661
40 29.82 21.94 7.88 26.9% 0.90 3.1% 93% True False 47,341
60 29.82 21.78 8.04 27.5% 0.85 2.9% 93% True False 46,763
80 29.82 21.18 8.64 29.5% 0.88 3.0% 94% True False 49,318
100 29.82 21.18 8.64 29.5% 0.91 3.1% 94% True False 49,871
120 29.82 19.25 10.57 36.1% 0.90 3.1% 95% True False 48,470
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 34.67
2.618 32.80
1.618 31.66
1.000 30.96
0.618 30.52
HIGH 29.82
0.618 29.38
0.500 29.25
0.382 29.12
LOW 28.68
0.618 27.98
1.000 27.54
1.618 26.84
2.618 25.70
4.250 23.84
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 29.26 29.12
PP 29.25 28.98
S1 29.25 28.85

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

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