ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 22.95 22.70 -0.25 -1.1% 22.75
High 23.00 22.96 -0.04 -0.2% 22.90
Low 22.37 22.52 0.15 0.7% 21.94
Close 22.64 22.66 0.02 0.1% 22.32
Range 0.63 0.44 -0.19 -30.2% 0.96
ATR 0.76 0.74 -0.02 -3.0% 0.00
Volume 51,783 36,175 -15,608 -30.1% 123,086
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 24.03 23.79 22.90
R3 23.59 23.35 22.78
R2 23.15 23.15 22.74
R1 22.91 22.91 22.70 22.81
PP 22.71 22.71 22.71 22.67
S1 22.47 22.47 22.62 22.37
S2 22.27 22.27 22.58
S3 21.83 22.03 22.54
S4 21.39 21.59 22.42
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% 0.64 2.8% 68% False False 42,208
10 23.67 21.94 1.73 7.6% 0.63 2.8% 42% False False 39,870
20 24.00 21.78 2.22 9.8% 0.70 3.1% 40% False False 44,980
40 24.68 21.18 3.50 15.4% 0.82 3.6% 42% False False 47,586
60 25.43 21.18 4.25 18.8% 0.89 3.9% 35% False False 52,261
80 26.25 20.57 5.68 25.1% 0.92 4.1% 37% False False 50,416
100 26.25 18.17 8.08 35.7% 0.81 3.6% 56% False False 44,699
120 26.25 16.61 9.64 42.5% 0.75 3.3% 63% False False 40,224
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 24.83
2.618 24.11
1.618 23.67
1.000 23.40
0.618 23.23
HIGH 22.96
0.618 22.79
0.500 22.74
0.382 22.69
LOW 22.52
0.618 22.25
1.000 22.08
1.618 21.81
2.618 21.37
4.250 20.65
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 22.74 22.60
PP 22.71 22.53
S1 22.69 22.47

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

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