ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 19.48 19.60 0.12 0.6% 18.64
High 19.61 19.74 0.13 0.7% 19.50
Low 19.47 19.25 -0.22 -1.1% 18.64
Close 19.60 19.60 0.00 0.0% 19.48
Range 0.14 0.49 0.35 250.0% 0.86
ATR 0.38 0.39 0.01 2.0% 0.00
Volume 16,244 22,364 6,120 37.7% 85,609
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 21.00 20.79 19.87
R3 20.51 20.30 19.73
R2 20.02 20.02 19.69
R1 19.81 19.81 19.64 19.85
PP 19.53 19.53 19.53 19.55
S1 19.32 19.32 19.56 19.36
S2 19.04 19.04 19.51
S3 18.55 18.83 19.47
S4 18.06 18.34 19.33
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 21.79 21.49 19.95
R3 20.93 20.63 19.72
R2 20.07 20.07 19.64
R1 19.77 19.77 19.56 19.92
PP 19.21 19.21 19.21 19.28
S1 18.91 18.91 19.40 19.06
S2 18.35 18.35 19.32
S3 17.49 18.05 19.24
S4 16.63 17.19 19.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.74 18.92 0.82 4.2% 0.29 1.5% 83% True False 20,615
10 19.74 18.52 1.22 6.2% 0.33 1.7% 89% True False 18,671
20 19.74 17.93 1.81 9.2% 0.40 2.0% 92% True False 19,815
40 19.74 16.61 3.13 16.0% 0.41 2.1% 96% True False 18,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 21.82
2.618 21.02
1.618 20.53
1.000 20.23
0.618 20.04
HIGH 19.74
0.618 19.55
0.500 19.50
0.382 19.44
LOW 19.25
0.618 18.95
1.000 18.76
1.618 18.46
2.618 17.97
4.250 17.17
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 19.57 19.57
PP 19.53 19.53
S1 19.50 19.50

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

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