ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 25.00 24.50 -0.50 -2.0% 27.30
High 25.48 25.22 -0.26 -1.0% 27.72
Low 24.14 24.45 0.31 1.3% 25.48
Close 24.37 25.11 0.74 3.0% 26.80
Range 1.34 0.77 -0.57 -42.5% 2.24
ATR 1.18 1.15 -0.02 -2.0% 0.00
Volume 41,694 25,205 -16,489 -39.5% 175,081
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 27.24 26.94 25.53
R3 26.47 26.17 25.32
R2 25.70 25.70 25.25
R1 25.40 25.40 25.18 25.55
PP 24.93 24.93 24.93 25.00
S1 24.63 24.63 25.04 24.78
S2 24.16 24.16 24.97
S3 23.39 23.86 24.90
S4 22.62 23.09 24.69
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 27.00 24.14 2.86 11.4% 1.26 5.0% 34% False False 32,890
10 27.95 24.14 3.81 15.2% 1.14 4.6% 25% False False 43,684
20 30.40 24.14 6.26 24.9% 1.15 4.6% 15% False False 53,527
40 30.40 24.14 6.26 24.9% 1.06 4.2% 15% False False 48,405
60 30.40 21.94 8.46 33.7% 1.00 4.0% 37% False False 50,171
80 30.40 21.78 8.62 34.3% 0.93 3.7% 39% False False 49,063
100 30.40 21.18 9.22 36.7% 0.94 3.8% 43% False False 49,919
120 30.40 21.18 9.22 36.7% 0.96 3.8% 43% False False 51,310
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 28.49
2.618 27.24
1.618 26.47
1.000 25.99
0.618 25.70
HIGH 25.22
0.618 24.93
0.500 24.84
0.382 24.74
LOW 24.45
0.618 23.97
1.000 23.68
1.618 23.20
2.618 22.43
4.250 21.18
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 25.02 25.57
PP 24.93 25.42
S1 24.84 25.26

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

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