ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 22.85 23.59 0.74 3.2% 22.31
High 23.84 23.85 0.01 0.0% 23.98
Low 22.45 22.90 0.45 2.0% 22.15
Close 23.69 23.32 -0.37 -1.6% 22.86
Range 1.39 0.95 -0.44 -31.7% 1.83
ATR 1.06 1.06 -0.01 -0.8% 0.00
Volume 80,219 70,645 -9,574 -11.9% 207,905
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 26.21 25.71 23.84
R3 25.26 24.76 23.58
R2 24.31 24.31 23.49
R1 23.81 23.81 23.41 23.59
PP 23.36 23.36 23.36 23.24
S1 22.86 22.86 23.23 22.64
S2 22.41 22.41 23.15
S3 21.46 21.91 23.06
S4 20.51 20.96 22.80
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 28.49 27.50 23.87
R3 26.66 25.67 23.36
R2 24.83 24.83 23.20
R1 23.84 23.84 23.03 24.34
PP 23.00 23.00 23.00 23.24
S1 22.01 22.01 22.69 22.51
S2 21.17 21.17 22.52
S3 19.34 20.18 22.36
S4 17.51 18.35 21.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.98 22.15 1.83 7.8% 1.12 4.8% 64% False False 71,753
10 26.25 22.15 4.10 17.6% 1.27 5.5% 29% False False 59,899
20 26.25 22.15 4.10 17.6% 1.08 4.6% 29% False False 47,688
40 26.25 18.64 7.61 32.6% 0.87 3.7% 61% False False 40,803
60 26.25 16.78 9.47 40.6% 0.74 3.2% 69% False False 33,952
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 27.89
2.618 26.34
1.618 25.39
1.000 24.80
0.618 24.44
HIGH 23.85
0.618 23.49
0.500 23.38
0.382 23.26
LOW 22.90
0.618 22.31
1.000 21.95
1.618 21.36
2.618 20.41
4.250 18.86
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 23.38 23.29
PP 23.36 23.25
S1 23.34 23.22

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

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