ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 17-Jun-2009

Day Change Summary
	Previous	Current
	16-Jun-2009	17-Jun-2009	Change	Change %	Previous Week
Open	16.99	16.86	-0.13	-0.8%	17.55
High	17.20	17.04	-0.16	-0.9%	17.62
Low	16.80	16.61	-0.19	-1.1%	17.24
Close	16.87	16.98	0.11	0.7%	17.43
Range	0.40	0.43	0.03	7.5%	0.38
ATR
Volume	11,169	19,107	7,938	71.1%	74,917

Daily Pivots for day following 17-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	18.17	18.00	17.22
R3	17.74	17.57	17.10
R2	17.31	17.31	17.06
R1	17.14	17.14	17.02	17.23
PP	16.88	16.88	16.88	16.92
S1	16.71	16.71	16.94	16.80
S2	16.45	16.45	16.90
S3	16.02	16.28	16.86
S4	15.59	15.85	16.74

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	17.54	16.61	0.93	5.5%	0.37	2.2%	40%	False	True	14,309
10	17.66	16.61	1.05	6.2%	0.36	2.1%	35%	False	True	16,901

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	0.09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18.87
2.618	18.17
1.618	17.74
1.000	17.47
0.618	17.31
HIGH	17.04
0.618	16.88
0.500	16.83
0.382	16.77
LOW	16.61
0.618	16.34
1.000	16.18
1.618	15.91
2.618	15.48
4.250	14.78

Fisher Pivots for day following 17-Jun-2009
Pivot	1 day	3 day
R1	16.93	16.98
PP	16.88	16.98
S1	16.83	16.98

Download as Excel Spreadsheet

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

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