ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	21.17	22.03	0.86	4.1%	19.80
High	22.06	23.78	1.72	7.8%	22.06
Low	21.17	21.92	0.75	3.5%	19.80
Close	22.03	23.31	1.28	5.8%	22.03
Range	0.89	1.86	0.97	109.0%	2.26
ATR	0.47	0.57	0.10	21.4%	0.00
Volume	51,011	67,216	16,205	31.8%	170,857

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	28.58	27.81	24.33
R3	26.72	25.95	23.82
R2	24.86	24.86	23.65
R1	24.09	24.09	23.48	24.48
PP	23.00	23.00	23.00	23.20
S1	22.23	22.23	23.14	22.62
S2	21.14	21.14	22.97
S3	19.28	20.37	22.80
S4	17.42	18.51	22.29

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	23.78	20.19	3.59	15.4%	0.85	3.6%	87%	True	False	43,039
10	23.78	19.25	4.53	19.4%	0.65	2.8%	90%	True	False	33,394
20	23.78	18.52	5.26	22.6%	0.48	2.1%	91%	True	False	26,046
40	23.78	16.61	7.17	30.8%	0.48	2.1%	93%	True	False	22,486

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	0.08
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	31.69
2.618	28.65
1.618	26.79
1.000	25.64
0.618	24.93
HIGH	23.78
0.618	23.07
0.500	22.85
0.382	22.63
LOW	21.92
0.618	20.77
1.000	20.06
1.618	18.91
2.618	17.05
4.250	14.02

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	23.16	22.93
PP	23.00	22.55
S1	22.85	22.18

Download as Excel Spreadsheet

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

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