ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	16.99	16.87	-0.12	-0.7%	17.35
High	17.13	17.07	-0.06	-0.4%	17.35
Low	16.81	16.87	0.06	0.4%	16.61
Close	16.84	17.04	0.20	1.2%	17.04
Range	0.32	0.20	-0.12	-37.5%	0.74
ATR	0.36	0.35	-0.01	-2.6%	0.00
Volume	14,075	5,510	-8,565	-60.9%	64,131

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	17.59	17.52	17.15
R3	17.39	17.32	17.10
R2	17.19	17.19	17.08
R1	17.12	17.12	17.06	17.16
PP	16.99	16.99	16.99	17.01
S1	16.92	16.92	17.02	16.96
S2	16.79	16.79	17.00
S3	16.59	16.72	16.99
S4	16.39	16.52	16.93

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	19.22	18.87	17.45
R3	18.48	18.13	17.24
R2	17.74	17.74	17.18
R1	17.39	17.39	17.11	17.20
PP	17.00	17.00	17.00	16.90
S1	16.65	16.65	16.97	16.46
S2	16.26	16.26	16.90
S3	15.52	15.91	16.84
S4	14.78	15.17	16.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17.35	16.61	0.74	4.3%	0.36	2.1%	58%	False	False	12,826
10	17.62	16.61	1.01	5.9%	0.33	1.9%	43%	False	False	13,904

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	0.08
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	17.92
2.618	17.59
1.618	17.39
1.000	17.27
0.618	17.19
HIGH	17.07
0.618	16.99
0.500	16.97
0.382	16.95
LOW	16.87
0.618	16.75
1.000	16.67
1.618	16.55
2.618	16.35
4.250	16.02

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	17.02	16.98
PP	16.99	16.93
S1	16.97	16.87

Download as Excel Spreadsheet

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

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