ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 23.53 23.02 -0.51 -2.2% 22.03
High 23.64 24.15 0.51 2.2% 24.78
Low 22.93 22.92 -0.01 0.0% 21.92
Close 23.21 24.08 0.87 3.7% 23.50
Range 0.71 1.23 0.52 73.2% 2.86
ATR 0.73 0.76 0.04 5.0% 0.00
Volume 30,568 53,451 22,883 74.9% 309,777
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 27.41 26.97 24.76
R3 26.18 25.74 24.42
R2 24.95 24.95 24.31
R1 24.51 24.51 24.19 24.73
PP 23.72 23.72 23.72 23.83
S1 23.28 23.28 23.97 23.50
S2 22.49 22.49 23.85
S3 21.26 22.05 23.74
S4 20.03 20.82 23.40
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 31.98 30.60 25.07
R3 29.12 27.74 24.29
R2 26.26 26.26 24.02
R1 24.88 24.88 23.76 25.57
PP 23.40 23.40 23.40 23.75
S1 22.02 22.02 23.24 22.71
S2 20.54 20.54 22.98
S3 17.68 19.16 22.71
S4 14.82 16.30 21.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.78 22.75 2.03 8.4% 0.95 3.9% 66% False False 49,340
10 24.78 20.57 4.21 17.5% 1.08 4.5% 83% False False 50,782
20 24.78 19.23 5.55 23.0% 0.73 3.0% 87% False False 38,174
40 24.78 17.80 6.98 29.0% 0.59 2.5% 90% False False 29,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 29.38
2.618 27.37
1.618 26.14
1.000 25.38
0.618 24.91
HIGH 24.15
0.618 23.68
0.500 23.54
0.382 23.39
LOW 22.92
0.618 22.16
1.000 21.69
1.618 20.93
2.618 19.70
4.250 17.69
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 23.90 23.87
PP 23.72 23.66
S1 23.54 23.45

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

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