ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	27.58	27.30	-0.28	-1.0%	26.50
High	27.95	27.72	-0.23	-0.8%	27.95
Low	26.72	27.12	0.40	1.5%	26.31
Close	26.95	27.36	0.41	1.5%	26.95
Range	1.23	0.60	-0.63	-51.2%	1.64
ATR	1.10	1.08	-0.02	-2.1%	0.00
Volume	63,888	48,103	-15,785	-24.7%	335,347

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	29.20	28.88	27.69
R3	28.60	28.28	27.53
R2	28.00	28.00	27.47
R1	27.68	27.68	27.42	27.84
PP	27.40	27.40	27.40	27.48
S1	27.08	27.08	27.31	27.24
S2	26.80	26.80	27.25
S3	26.20	26.48	27.20
S4	25.60	25.88	27.03

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	31.99	31.11	27.85
R3	30.35	29.47	27.40
R2	28.71	28.71	27.25
R1	27.83	27.83	27.10	28.27
PP	27.07	27.07	27.07	27.29
S1	26.19	26.19	26.80	26.63
S2	25.43	25.43	26.65
S3	23.79	24.55	26.50
S4	22.15	22.91	26.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	27.95	26.41	1.54	5.6%	0.90	3.3%	62%	False	False	54,102
10	29.82	25.70	4.12	15.1%	1.07	3.9%	40%	False	False	61,599
20	30.40	25.70	4.70	17.2%	1.09	4.0%	35%	False	False	58,268
40	30.40	24.88	5.52	20.2%	1.04	3.8%	45%	False	False	51,996
60	30.40	21.94	8.46	30.9%	0.94	3.4%	64%	False	False	50,374
80	30.40	21.78	8.62	31.5%	0.90	3.3%	65%	False	False	49,686
100	30.40	21.18	9.22	33.7%	0.91	3.3%	67%	False	False	51,176
120	30.40	21.18	9.22	33.7%	0.94	3.4%	67%	False	False	51,244

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	30.27
2.618	29.29
1.618	28.69
1.000	28.32
0.618	28.09
HIGH	27.72
0.618	27.49
0.500	27.42
0.382	27.35
LOW	27.12
0.618	26.75
1.000	26.52
1.618	26.15
2.618	25.55
4.250	24.57

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	27.42	27.32
PP	27.40	27.29
S1	27.38	27.25

Download as Excel Spreadsheet

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

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