ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 20.29 20.60 0.31 1.5% 19.48
High 20.67 20.80 0.13 0.6% 20.00
Low 20.19 20.41 0.22 1.1% 19.25
Close 20.60 20.66 0.06 0.3% 19.78
Range 0.48 0.39 -0.09 -18.8% 0.75
ATR 0.41 0.41 0.00 -0.4% 0.00
Volume 36,719 32,135 -4,584 -12.5% 112,115
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 21.79 21.62 20.87
R3 21.40 21.23 20.77
R2 21.01 21.01 20.73
R1 20.84 20.84 20.70 20.93
PP 20.62 20.62 20.62 20.67
S1 20.45 20.45 20.62 20.54
S2 20.23 20.23 20.59
S3 19.84 20.06 20.55
S4 19.45 19.67 20.45
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 21.93 21.60 20.19
R3 21.18 20.85 19.99
R2 20.43 20.43 19.92
R1 20.10 20.10 19.85 20.27
PP 19.68 19.68 19.68 19.76
S1 19.35 19.35 19.71 19.52
S2 18.93 18.93 19.64
S3 18.18 18.60 19.57
S4 17.43 17.85 19.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.80 19.52 1.28 6.2% 0.46 2.2% 89% True False 27,302
10 20.80 19.23 1.57 7.6% 0.38 1.8% 91% True False 25,567
20 20.80 18.17 2.63 12.7% 0.38 1.8% 95% True False 21,830
40 20.80 16.61 4.19 20.3% 0.42 2.0% 97% True False 19,840
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 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22.46
2.618 21.82
1.618 21.43
1.000 21.19
0.618 21.04
HIGH 20.80
0.618 20.65
0.500 20.61
0.382 20.56
LOW 20.41
0.618 20.17
1.000 20.02
1.618 19.78
2.618 19.39
4.250 18.75
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 20.64 20.54
PP 20.62 20.42
S1 20.61 20.30

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

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