ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 22.28 22.95 0.67 3.0% 22.75
High 22.65 23.00 0.35 1.5% 22.90
Low 21.94 22.37 0.43 2.0% 21.94
Close 22.32 22.64 0.32 1.4% 22.32
Range 0.71 0.63 -0.08 -11.3% 0.96
ATR 0.77 0.76 -0.01 -0.8% 0.00
Volume 39,555 51,783 12,228 30.9% 123,086
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 24.56 24.23 22.99
R3 23.93 23.60 22.81
R2 23.30 23.30 22.76
R1 22.97 22.97 22.70 22.82
PP 22.67 22.67 22.67 22.60
S1 22.34 22.34 22.58 22.19
S2 22.04 22.04 22.52
S3 21.41 21.71 22.47
S4 20.78 21.08 22.29
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 25.27 24.75 22.85
R3 24.31 23.79 22.58
R2 23.35 23.35 22.50
R1 22.83 22.83 22.41 22.61
PP 22.39 22.39 22.39 22.28
S1 21.87 21.87 22.23 21.65
S2 21.43 21.43 22.14
S3 20.47 20.91 22.06
S4 19.51 19.95 21.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.00 21.94 1.06 4.7% 0.71 3.1% 66% True False 43,077
10 23.67 21.94 1.73 7.6% 0.62 2.7% 40% False False 39,717
20 24.00 21.78 2.22 9.8% 0.71 3.1% 39% False False 45,398
40 24.75 21.18 3.57 15.8% 0.83 3.7% 41% False False 47,720
60 25.74 21.18 4.56 20.1% 0.90 4.0% 32% False False 52,544
80 26.25 20.41 5.84 25.8% 0.92 4.1% 38% False False 50,366
100 26.25 17.93 8.32 36.7% 0.81 3.6% 57% False False 44,736
120 26.25 16.61 9.64 42.6% 0.75 3.3% 63% False False 40,070
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.68
2.618 24.65
1.618 24.02
1.000 23.63
0.618 23.39
HIGH 23.00
0.618 22.76
0.500 22.69
0.382 22.61
LOW 22.37
0.618 21.98
1.000 21.74
1.618 21.35
2.618 20.72
4.250 19.69
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 22.69 22.58
PP 22.67 22.53
S1 22.66 22.47

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

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