ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 23.04 22.87 -0.17 -0.7% 23.20
High 23.42 23.38 -0.04 -0.2% 23.89
Low 22.63 22.79 0.16 0.7% 22.52
Close 22.92 23.17 0.25 1.1% 23.17
Range 0.79 0.59 -0.20 -25.3% 1.37
ATR 0.97 0.94 -0.03 -2.8% 0.00
Volume 90,948 60,291 -30,657 -33.7% 295,125
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 24.88 24.62 23.49
R3 24.29 24.03 23.33
R2 23.70 23.70 23.28
R1 23.44 23.44 23.22 23.57
PP 23.11 23.11 23.11 23.18
S1 22.85 22.85 23.12 22.98
S2 22.52 22.52 23.06
S3 21.93 22.26 23.01
S4 21.34 21.67 22.85
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 27.30 26.61 23.92
R3 25.93 25.24 23.55
R2 24.56 24.56 23.42
R1 23.87 23.87 23.30 23.53
PP 23.19 23.19 23.19 23.03
S1 22.50 22.50 23.04 22.16
S2 21.82 21.82 22.92
S3 20.45 21.13 22.79
S4 19.08 19.76 22.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.89 22.52 1.37 5.9% 0.78 3.4% 47% False False 59,025
10 24.38 22.45 1.93 8.3% 0.87 3.7% 37% False False 64,280
20 26.25 22.15 4.10 17.7% 1.02 4.4% 25% False False 57,154
40 26.25 19.52 6.73 29.0% 0.96 4.1% 54% False False 49,277
60 26.25 17.93 8.32 35.9% 0.77 3.3% 63% False False 39,693
80 26.25 16.61 9.64 41.6% 0.68 3.0% 68% False False 34,240
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 25.89
2.618 24.92
1.618 24.33
1.000 23.97
0.618 23.74
HIGH 23.38
0.618 23.15
0.500 23.09
0.382 23.02
LOW 22.79
0.618 22.43
1.000 22.20
1.618 21.84
2.618 21.25
4.250 20.28
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 23.14 23.21
PP 23.11 23.19
S1 23.09 23.18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.