ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 18.64 18.83 0.19 1.0% 18.44
High 18.90 19.13 0.23 1.2% 18.72
Low 18.43 18.83 0.40 2.2% 17.93
Close 18.88 19.03 0.15 0.8% 18.55
Range 0.47 0.30 -0.17 -36.2% 0.79
ATR 0.46 0.45 -0.01 -2.5% 0.00
Volume 16,883 22,627 5,744 34.0% 108,931
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 19.90 19.76 19.20
R3 19.60 19.46 19.11
R2 19.30 19.30 19.09
R1 19.16 19.16 19.06 19.23
PP 19.00 19.00 19.00 19.03
S1 18.86 18.86 19.00 18.93
S2 18.70 18.70 18.98
S3 18.40 18.56 18.95
S4 18.10 18.26 18.87
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 19.13 17.93 1.20 6.3% 0.43 2.3% 92% True False 24,903
10 19.13 17.93 1.20 6.3% 0.46 2.4% 92% True False 20,959
20 19.13 16.61 2.52 13.2% 0.48 2.5% 96% True False 19,344
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.13
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 20.41
2.618 19.92
1.618 19.62
1.000 19.43
0.618 19.32
HIGH 19.13
0.618 19.02
0.500 18.98
0.382 18.94
LOW 18.83
0.618 18.64
1.000 18.53
1.618 18.34
2.618 18.04
4.250 17.56
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 19.01 18.90
PP 19.00 18.78
S1 18.98 18.65

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

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