ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 02-Jul-2009

Day Change Summary
	Previous	Current
	01-Jul-2009	02-Jul-2009	Change	Change %	Previous Week
Open	18.74	18.66	-0.08	-0.4%	16.98
High	18.91	18.75	-0.16	-0.8%	18.68
Low	18.62	18.38	-0.24	-1.3%	16.78
Close	18.74	18.57	-0.17	-0.9%	18.25
Range	0.29	0.37	0.08	27.6%	1.90
ATR	0.44	0.44	-0.01	-1.2%	0.00
Volume	32,195	14,436	-17,759	-55.2%	103,062

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	19.68	19.49	18.77
R3	19.31	19.12	18.67
R2	18.94	18.94	18.64
R1	18.75	18.75	18.60	18.66
PP	18.57	18.57	18.57	18.52
S1	18.38	18.38	18.54	18.29
S2	18.20	18.20	18.50
S3	17.83	18.01	18.47
S4	17.46	17.64	18.37

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	18.20	0.76	4.1%	0.47	2.5%	49%	False	False	21,976
10	18.96	16.78	2.18	11.7%	0.51	2.8%	82%	False	False	19,408
20	18.96	16.61	2.35	12.7%	0.43	2.3%	83%	False	False	17,215

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	0.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20.32
2.618	19.72
1.618	19.35
1.000	19.12
0.618	18.98
HIGH	18.75
0.618	18.61
0.500	18.57
0.382	18.52
LOW	18.38
0.618	18.15
1.000	18.01
1.618	17.78
2.618	17.41
4.250	16.81

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	18.57	18.64
PP	18.57	18.62
S1	18.57	18.59

Download as Excel Spreadsheet

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

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