ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 15-Jun-2009

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	17.50	17.35	-0.15	-0.9%	17.55
High	17.53	17.35	-0.18	-1.0%	17.62
Low	17.25	16.90	-0.35	-2.0%	17.24
Close	17.43	16.97	-0.46	-2.6%	17.43
Range	0.28	0.45	0.17	60.7%	0.38
ATR
Volume	14,270	14,270	0	0.0%	74,917

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	18.42	18.15	17.22
R3	17.97	17.70	17.09
R2	17.52	17.52	17.05
R1	17.25	17.25	17.01	17.16
PP	17.07	17.07	17.07	17.03
S1	16.80	16.80	16.93	16.71
S2	16.62	16.62	16.89
S3	16.17	16.35	16.85
S4	15.72	15.90	16.72

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	18.57	18.38	17.64
R3	18.19	18.00	17.53
R2	17.81	17.81	17.50
R1	17.62	17.62	17.46	17.53
PP	17.43	17.43	17.43	17.38
S1	17.24	17.24	17.40	17.15
S2	17.05	17.05	17.36
S3	16.67	16.86	17.33
S4	16.29	16.48	17.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17.62	16.90	0.72	4.2%	0.32	1.9%	10%	False	True	14,500
10	17.66	16.90	0.76	4.5%	0.35	2.0%	9%	False	True	17,788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	19.26
2.618	18.53
1.618	18.08
1.000	17.80
0.618	17.63
HIGH	17.35
0.618	17.18
0.500	17.13
0.382	17.07
LOW	16.90
0.618	16.62
1.000	16.45
1.618	16.17
2.618	15.72
4.250	14.99

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	17.13	17.22
PP	17.07	17.14
S1	17.02	17.05

Download as Excel Spreadsheet

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

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