ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 26.50 27.00 0.50 1.9% 29.90
High 27.12 27.44 0.32 1.2% 30.40
Low 26.31 26.71 0.40 1.5% 25.70
Close 26.60 27.07 0.47 1.8% 26.17
Range 0.81 0.73 -0.08 -9.9% 4.70
ATR 1.13 1.11 -0.02 -1.8% 0.00
Volume 112,939 50,247 -62,692 -55.5% 313,097
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 29.26 28.90 27.47
R3 28.53 28.17 27.27
R2 27.80 27.80 27.20
R1 27.44 27.44 27.14 27.62
PP 27.07 27.07 27.07 27.17
S1 26.71 26.71 27.00 26.89
S2 26.34 26.34 26.94
S3 25.61 25.98 26.87
S4 24.88 25.25 26.67
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 41.52 38.55 28.76
R3 36.82 33.85 27.46
R2 32.12 32.12 27.03
R1 29.15 29.15 26.60 28.29
PP 27.42 27.42 27.42 26.99
S1 24.45 24.45 25.74 23.59
S2 22.72 22.72 25.31
S3 18.02 19.75 24.88
S4 13.32 15.05 23.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.65 25.70 3.95 14.6% 1.21 4.5% 35% False False 68,700
10 30.40 25.70 4.70 17.4% 1.16 4.3% 29% False False 63,370
20 30.40 25.70 4.70 17.4% 1.06 3.9% 29% False False 57,787
40 30.40 22.13 8.27 30.6% 1.07 3.9% 60% False False 53,694
60 30.40 21.78 8.62 31.8% 0.92 3.4% 61% False False 50,302
80 30.40 21.62 8.78 32.4% 0.91 3.4% 62% False False 49,279
100 30.40 21.18 9.22 34.1% 0.91 3.4% 64% False False 51,648
120 30.40 21.18 9.22 34.1% 0.94 3.5% 64% False False 51,005
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 16 trading days
Fibonacci Retracements and Extensions
4.250 30.54
2.618 29.35
1.618 28.62
1.000 28.17
0.618 27.89
HIGH 27.44
0.618 27.16
0.500 27.08
0.382 26.99
LOW 26.71
0.618 26.26
1.000 25.98
1.618 25.53
2.618 24.80
4.250 23.61
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 27.08 27.01
PP 27.07 26.94
S1 27.07 26.88

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

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