ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 26.47 26.95 0.48 1.8% 27.30
High 26.90 27.00 0.10 0.4% 27.72
Low 26.20 24.71 -1.49 -5.7% 25.48
Close 26.80 24.79 -2.01 -7.5% 26.80
Range 0.70 2.29 1.59 227.1% 2.24
ATR 1.08 1.16 0.09 8.1% 0.00
Volume 31,439 22,707 -8,732 -27.8% 175,081
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 32.37 30.87 26.05
R3 30.08 28.58 25.42
R2 27.79 27.79 25.21
R1 26.29 26.29 25.00 25.90
PP 25.50 25.50 25.50 25.30
S1 24.00 24.00 24.58 23.61
S2 23.21 23.21 24.37
S3 20.92 21.71 24.16
S4 18.63 19.42 23.53
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 33.39 32.33 28.03
R3 31.15 30.09 27.42
R2 28.91 28.91 27.21
R1 27.85 27.85 27.01 27.26
PP 26.67 26.67 26.67 26.37
S1 25.61 25.61 26.59 25.02
S2 24.43 24.43 26.39
S3 22.19 23.37 26.18
S4 19.95 21.13 25.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.72 24.71 3.01 12.1% 1.24 5.0% 3% False True 39,557
10 27.95 24.71 3.24 13.1% 1.09 4.4% 2% False True 53,313
20 30.40 24.71 5.69 23.0% 1.17 4.7% 1% False True 55,254
40 30.40 24.71 5.69 23.0% 1.06 4.3% 1% False True 48,995
60 30.40 21.94 8.46 34.1% 0.99 4.0% 34% False False 50,417
80 30.40 21.78 8.62 34.8% 0.93 3.7% 35% False False 49,363
100 30.40 21.18 9.22 37.2% 0.94 3.8% 39% False False 50,325
120 30.40 21.18 9.22 37.2% 0.95 3.8% 39% False False 51,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 36.73
2.618 33.00
1.618 30.71
1.000 29.29
0.618 28.42
HIGH 27.00
0.618 26.13
0.500 25.86
0.382 25.58
LOW 24.71
0.618 23.29
1.000 22.42
1.618 21.00
2.618 18.71
4.250 14.98
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 25.86 25.86
PP 25.50 25.50
S1 25.15 25.15

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

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