ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	19.92	19.80	-0.12	-0.6%	19.48
High	19.95	20.44	0.49	2.5%	20.00
Low	19.63	19.80	0.17	0.9%	19.25
Close	19.78	20.29	0.51	2.6%	19.78
Range	0.32	0.64	0.32	100.0%	0.75
ATR	0.39	0.41	0.02	5.0%	0.00
Volume	33,331	22,876	-10,455	-31.4%	112,115

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	22.10	21.83	20.64
R3	21.46	21.19	20.47
R2	20.82	20.82	20.41
R1	20.55	20.55	20.35	20.69
PP	20.18	20.18	20.18	20.24
S1	19.91	19.91	20.23	20.05
S2	19.54	19.54	20.17
S3	18.90	19.27	20.11
S4	18.26	18.63	19.94

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	21.93	21.60	20.19
R3	21.18	20.85	19.99
R2	20.43	20.43	19.92
R1	20.10	20.10	19.85	20.27
PP	19.68	19.68	19.68	19.76
S1	19.35	19.35	19.71	19.52
S2	18.93	18.93	19.64
S3	18.18	18.60	19.57
S4	17.43	17.85	19.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20.44	19.25	1.19	5.9%	0.45	2.2%	87%	True	False	23,749
10	20.44	18.90	1.54	7.6%	0.35	1.7%	90%	True	False	21,210
20	20.44	17.93	2.51	12.4%	0.40	1.9%	94%	True	False	21,035
40	20.44	16.61	3.83	18.9%	0.41	2.0%	96%	True	False	18,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	23.16
2.618	22.12
1.618	21.48
1.000	21.08
0.618	20.84
HIGH	20.44
0.618	20.20
0.500	20.12
0.382	20.04
LOW	19.80
0.618	19.40
1.000	19.16
1.618	18.76
2.618	18.12
4.250	17.08

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	20.23	20.19
PP	20.18	20.08
S1	20.12	19.98

Download as Excel Spreadsheet

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

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