ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	20.60	20.71	0.11	0.5%	19.48
High	20.80	21.19	0.39	1.9%	20.00
Low	20.41	20.57	0.16	0.8%	19.25
Close	20.66	21.07	0.41	2.0%	19.78
Range	0.39	0.62	0.23	59.0%	0.75
ATR	0.41	0.43	0.01	3.6%	0.00
Volume	32,135	28,116	-4,019	-12.5%	112,115

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	22.80	22.56	21.41
R3	22.18	21.94	21.24
R2	21.56	21.56	21.18
R1	21.32	21.32	21.13	21.44
PP	20.94	20.94	20.94	21.01
S1	20.70	20.70	21.01	20.82
S2	20.32	20.32	20.96
S3	19.70	20.08	20.90
S4	19.08	19.46	20.73

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	21.19	19.63	1.56	7.4%	0.49	2.3%	92%	True	False	30,635
10	21.19	19.25	1.94	9.2%	0.41	2.0%	94%	True	False	26,841
20	21.19	18.17	3.02	14.3%	0.39	1.9%	96%	True	False	21,823
40	21.19	16.61	4.58	21.7%	0.43	2.0%	97%	True	False	20,205

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	0.08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	23.83
2.618	22.81
1.618	22.19
1.000	21.81
0.618	21.57
HIGH	21.19
0.618	20.95
0.500	20.88
0.382	20.81
LOW	20.57
0.618	20.19
1.000	19.95
1.618	19.57
2.618	18.95
4.250	17.94

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	21.01	20.94
PP	20.94	20.82
S1	20.88	20.69

Download as Excel Spreadsheet

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

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