ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 29.30 28.50 -0.80 -2.7% 27.90
High 29.40 29.40 0.00 0.0% 29.82
Low 28.16 28.45 0.29 1.0% 27.87
Close 28.36 29.00 0.64 2.3% 28.78
Range 1.24 0.95 -0.29 -23.4% 1.95
ATR 1.01 1.02 0.00 0.2% 0.00
Volume 38,705 66,610 27,905 72.1% 209,955
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 31.80 31.35 29.52
R3 30.85 30.40 29.26
R2 29.90 29.90 29.17
R1 29.45 29.45 29.09 29.68
PP 28.95 28.95 28.95 29.06
S1 28.50 28.50 28.91 28.73
S2 28.00 28.00 28.83
S3 27.05 27.55 28.74
S4 26.10 26.60 28.48
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 34.67 33.68 29.85
R3 32.72 31.73 29.32
R2 30.77 30.77 29.14
R1 29.78 29.78 28.96 30.28
PP 28.82 28.82 28.82 29.07
S1 27.83 27.83 28.60 28.33
S2 26.87 26.87 28.42
S3 24.92 25.88 28.24
S4 22.97 23.93 27.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.10 28.16 1.94 6.7% 1.10 3.8% 43% False False 55,930
10 30.10 27.32 2.78 9.6% 0.99 3.4% 60% False False 50,688
20 30.10 26.55 3.55 12.2% 1.01 3.5% 69% False False 46,350
40 30.10 22.09 8.01 27.6% 0.95 3.3% 86% False False 49,077
60 30.10 21.78 8.32 28.7% 0.87 3.0% 87% False False 48,020
80 30.10 21.18 8.92 30.8% 0.89 3.1% 88% False False 48,627
100 30.10 21.18 8.92 30.8% 0.92 3.2% 88% False False 51,046
120 30.10 20.19 9.91 34.2% 0.93 3.2% 89% False False 49,811
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.44
2.618 31.89
1.618 30.94
1.000 30.35
0.618 29.99
HIGH 29.40
0.618 29.04
0.500 28.93
0.382 28.81
LOW 28.45
0.618 27.86
1.000 27.50
1.618 26.91
2.618 25.96
4.250 24.41
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 28.98 29.10
PP 28.95 29.06
S1 28.93 29.03

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

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