ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 29.90 29.30 -0.60 -2.0% 28.74
High 30.40 29.82 -0.58 -1.9% 30.33
Low 29.20 28.88 -0.32 -1.1% 28.16
Close 29.28 29.40 0.12 0.4% 29.90
Range 1.20 0.94 -0.26 -21.7% 2.17
ATR 1.05 1.04 -0.01 -0.8% 0.00
Volume 80,551 52,228 -28,323 -35.2% 258,864
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 32.19 31.73 29.92
R3 31.25 30.79 29.66
R2 30.31 30.31 29.57
R1 29.85 29.85 29.49 30.08
PP 29.37 29.37 29.37 29.48
S1 28.91 28.91 29.31 29.14
S2 28.43 28.43 29.23
S3 27.49 27.97 29.14
S4 26.55 27.03 28.88
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 35.97 35.11 31.09
R3 33.80 32.94 30.50
R2 31.63 31.63 30.30
R1 30.77 30.77 30.10 31.20
PP 29.46 29.46 29.46 29.68
S1 28.60 28.60 29.70 29.03
S2 27.29 27.29 29.50
S3 25.12 26.43 29.30
S4 22.95 24.26 28.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.40 28.16 2.24 7.6% 1.11 3.8% 55% False False 58,040
10 30.40 28.16 2.24 7.6% 1.09 3.7% 55% False False 57,346
20 30.40 26.70 3.70 12.6% 1.06 3.6% 73% False False 52,552
40 30.40 22.09 8.31 28.3% 0.99 3.4% 88% False False 50,417
60 30.40 21.78 8.62 29.3% 0.89 3.0% 88% False False 48,594
80 30.40 21.18 9.22 31.4% 0.90 3.1% 89% False False 48,915
100 30.40 21.18 9.22 31.4% 0.92 3.1% 89% False False 51,554
120 30.40 21.17 9.23 31.4% 0.94 3.2% 89% False False 50,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 33.82
2.618 32.28
1.618 31.34
1.000 30.76
0.618 30.40
HIGH 29.82
0.618 29.46
0.500 29.35
0.382 29.24
LOW 28.88
0.618 28.30
1.000 27.94
1.618 27.36
2.618 26.42
4.250 24.89
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 29.38 29.64
PP 29.37 29.56
S1 29.35 29.48

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

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