ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	20.71	21.17	0.46	2.2%	19.80
High	21.19	22.06	0.87	4.1%	22.06
Low	20.57	21.17	0.60	2.9%	19.80
Close	21.07	22.03	0.96	4.6%	22.03
Range	0.62	0.89	0.27	43.5%	2.26
ATR	0.43	0.47	0.04	9.5%	0.00
Volume	28,116	51,011	22,895	81.4%	170,857

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	24.42	24.12	22.52
R3	23.53	23.23	22.27
R2	22.64	22.64	22.19
R1	22.34	22.34	22.11	22.49
PP	21.75	21.75	21.75	21.83
S1	21.45	21.45	21.95	21.60
S2	20.86	20.86	21.87
S3	19.97	20.56	21.79
S4	19.08	19.67	21.54

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	28.08	27.31	23.27
R3	25.82	25.05	22.65
R2	23.56	23.56	22.44
R1	22.79	22.79	22.24	23.18
PP	21.30	21.30	21.30	21.49
S1	20.53	20.53	21.82	20.92
S2	19.04	19.04	21.62
S3	16.78	18.27	21.41
S4	14.52	16.01	20.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22.06	19.80	2.26	10.3%	0.60	2.7%	99%	True	False	34,171
10	22.06	19.25	2.81	12.8%	0.48	2.2%	99%	True	False	28,297
20	22.06	18.43	3.63	16.5%	0.41	1.9%	99%	True	False	23,529
40	22.06	16.61	5.45	24.7%	0.44	2.0%	99%	True	False	21,162

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	0.07
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	25.84
2.618	24.39
1.618	23.50
1.000	22.95
0.618	22.61
HIGH	22.06
0.618	21.72
0.500	21.62
0.382	21.51
LOW	21.17
0.618	20.62
1.000	20.28
1.618	19.73
2.618	18.84
4.250	17.39

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	21.89	21.77
PP	21.75	21.50
S1	21.62	21.24

Download as Excel Spreadsheet

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

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