ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 26.30 26.47 0.17 0.6% 27.30
High 26.66 26.90 0.24 0.9% 27.72
Low 25.48 26.20 0.72 2.8% 25.48
Close 26.47 26.80 0.33 1.2% 26.80
Range 1.18 0.70 -0.48 -40.7% 2.24
ATR 1.11 1.08 -0.03 -2.6% 0.00
Volume 43,407 31,439 -11,968 -27.6% 175,081
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 28.73 28.47 27.19
R3 28.03 27.77 26.99
R2 27.33 27.33 26.93
R1 27.07 27.07 26.86 27.20
PP 26.63 26.63 26.63 26.70
S1 26.37 26.37 26.74 26.50
S2 25.93 25.93 26.67
S3 25.23 25.67 26.61
S4 24.53 24.97 26.42
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 33.39 32.33 28.03
R3 31.15 30.09 27.42
R2 28.91 28.91 27.21
R1 27.85 27.85 27.01 27.26
PP 26.67 26.67 26.67 26.37
S1 25.61 25.61 26.59 25.02
S2 24.43 24.43 26.39
S3 22.19 23.37 26.18
S4 19.95 21.13 25.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.95 25.48 2.47 9.2% 1.02 3.8% 53% False False 47,793
10 28.05 25.48 2.57 9.6% 1.09 4.1% 51% False False 58,264
20 30.40 25.48 4.92 18.4% 1.10 4.1% 27% False False 57,764
40 30.40 25.10 5.30 19.8% 1.03 3.8% 32% False False 49,712
60 30.40 21.94 8.46 31.6% 0.97 3.6% 57% False False 50,815
80 30.40 21.78 8.62 32.2% 0.91 3.4% 58% False False 49,513
100 30.40 21.18 9.22 34.4% 0.92 3.4% 61% False False 51,007
120 30.40 21.18 9.22 34.4% 0.94 3.5% 61% False False 51,186
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 29.88
2.618 28.73
1.618 28.03
1.000 27.60
0.618 27.33
HIGH 26.90
0.618 26.63
0.500 26.55
0.382 26.47
LOW 26.20
0.618 25.77
1.000 25.50
1.618 25.07
2.618 24.37
4.250 23.23
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 26.72 26.69
PP 26.63 26.57
S1 26.55 26.46

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

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