ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	18.75	18.74	-0.01	-0.1%	16.98
High	18.96	18.91	-0.05	-0.3%	18.68
Low	18.32	18.62	0.30	1.6%	16.78
Close	18.83	18.74	-0.09	-0.5%	18.25
Range	0.64	0.29	-0.35	-54.7%	1.90
ATR	0.45	0.44	-0.01	-2.6%	0.00
Volume	14,523	32,195	17,672	121.7%	103,062

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	19.63	19.47	18.90
R3	19.34	19.18	18.82
R2	19.05	19.05	18.79
R1	18.89	18.89	18.77	18.89
PP	18.76	18.76	18.76	18.75
S1	18.60	18.60	18.71	18.60
S2	18.47	18.47	18.69
S3	18.18	18.31	18.66
S4	17.89	18.02	18.58

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	23.60	22.83	19.30
R3	21.70	20.93	18.77
R2	19.80	19.80	18.60
R1	19.03	19.03	18.42	19.42
PP	17.90	17.90	17.90	18.10
S1	17.13	17.13	18.08	17.52
S2	16.00	16.00	17.90
S3	14.10	15.23	17.73
S4	12.20	13.33	17.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18.96	17.90	1.06	5.7%	0.55	2.9%	79%	False	False	23,706
10	18.96	16.78	2.18	11.6%	0.51	2.7%	90%	False	False	19,372
20	18.96	16.61	2.35	12.5%	0.43	2.3%	91%	False	False	18,137

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	0.10
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	20.14
2.618	19.67
1.618	19.38
1.000	19.20
0.618	19.09
HIGH	18.91
0.618	18.80
0.500	18.77
0.382	18.73
LOW	18.62
0.618	18.44
1.000	18.33
1.618	18.15
2.618	17.86
4.250	17.39

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	18.77	18.70
PP	18.76	18.65
S1	18.75	18.61

Download as Excel Spreadsheet

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

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