ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	18.44	18.34	-0.10	-0.5%	18.44
High	18.51	18.69	0.18	1.0%	18.72
Low	18.18	18.17	-0.01	-0.1%	17.93
Close	18.37	18.55	0.18	1.0%	18.55
Range	0.33	0.52	0.19	57.6%	0.79
ATR	0.46	0.46	0.00	1.0%	0.00
Volume	28,259	16,883	-11,376	-40.3%	108,931

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	20.03	19.81	18.84
R3	19.51	19.29	18.69
R2	18.99	18.99	18.65
R1	18.77	18.77	18.60	18.88
PP	18.47	18.47	18.47	18.53
S1	18.25	18.25	18.50	18.36
S2	17.95	17.95	18.45
S3	17.43	17.73	18.41
S4	16.91	17.21	18.26

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	20.77	20.45	18.98
R3	19.98	19.66	18.77
R2	19.19	19.19	18.69
R1	18.87	18.87	18.62	19.03
PP	18.40	18.40	18.40	18.48
S1	18.08	18.08	18.48	18.24
S2	17.61	17.61	18.41
S3	16.82	17.29	18.33
S4	16.03	16.50	18.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18.72	17.93	0.79	4.3%	0.50	2.7%	78%	False	False	21,786
10	18.96	17.93	1.03	5.6%	0.49	2.6%	60%	False	False	21,881
20	18.96	16.61	2.35	12.7%	0.48	2.6%	83%	False	False	18,795

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20.90
2.618	20.05
1.618	19.53
1.000	19.21
0.618	19.01
HIGH	18.69
0.618	18.49
0.500	18.43
0.382	18.37
LOW	18.17
0.618	17.85
1.000	17.65
1.618	17.33
2.618	16.81
4.250	15.96

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	18.51	18.47
PP	18.47	18.39
S1	18.43	18.31

Download as Excel Spreadsheet

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

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