ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 24.50 25.09 0.59 2.4% 27.30
High 25.22 25.09 -0.13 -0.5% 27.72
Low 24.45 23.94 -0.51 -2.1% 25.48
Close 25.11 24.45 -0.66 -2.6% 26.80
Range 0.77 1.15 0.38 49.4% 2.24
ATR 1.15 1.15 0.00 0.1% 0.00
Volume 25,205 29,601 4,396 17.4% 175,081
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 27.94 27.35 25.08
R3 26.79 26.20 24.77
R2 25.64 25.64 24.66
R1 25.05 25.05 24.56 24.77
PP 24.49 24.49 24.49 24.36
S1 23.90 23.90 24.34 23.62
S2 23.34 23.34 24.24
S3 22.19 22.75 24.13
S4 21.04 21.60 23.82
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 27.00 23.94 3.06 12.5% 1.25 5.1% 17% False True 30,129
10 27.95 23.94 4.01 16.4% 1.18 4.8% 13% False True 41,338
20 30.40 23.94 6.46 26.4% 1.15 4.7% 8% False True 53,072
40 30.40 23.94 6.46 26.4% 1.07 4.4% 8% False True 48,491
60 30.40 21.94 8.46 34.6% 1.01 4.1% 30% False False 49,958
80 30.40 21.78 8.62 35.3% 0.94 3.8% 31% False False 48,888
100 30.40 21.18 9.22 37.7% 0.94 3.9% 35% False False 49,609
120 30.40 21.18 9.22 37.7% 0.96 3.9% 35% False False 51,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.98
2.618 28.10
1.618 26.95
1.000 26.24
0.618 25.80
HIGH 25.09
0.618 24.65
0.500 24.52
0.382 24.38
LOW 23.94
0.618 23.23
1.000 22.79
1.618 22.08
2.618 20.93
4.250 19.05
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 24.52 24.71
PP 24.49 24.62
S1 24.47 24.54

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

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