ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 22.03 23.18 1.15 5.2% 19.80
High 23.78 23.64 -0.14 -0.6% 22.06
Low 21.92 22.67 0.75 3.4% 19.80
Close 23.31 23.36 0.05 0.2% 22.03
Range 1.86 0.97 -0.89 -47.8% 2.26
ATR 0.57 0.59 0.03 5.1% 0.00
Volume 67,216 69,081 1,865 2.8% 170,857
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 26.13 25.72 23.89
R3 25.16 24.75 23.63
R2 24.19 24.19 23.54
R1 23.78 23.78 23.45 23.99
PP 23.22 23.22 23.22 23.33
S1 22.81 22.81 23.27 23.02
S2 22.25 22.25 23.18
S3 21.28 21.84 23.09
S4 20.31 20.87 22.83
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 20.41 3.37 14.4% 0.95 4.0% 88% False False 49,511
10 23.78 19.31 4.47 19.1% 0.70 3.0% 91% False False 38,066
20 23.78 18.52 5.26 22.5% 0.52 2.2% 92% False False 28,368
40 23.78 16.61 7.17 30.7% 0.50 2.1% 94% False False 23,856
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.76
2.618 26.18
1.618 25.21
1.000 24.61
0.618 24.24
HIGH 23.64
0.618 23.27
0.500 23.16
0.382 23.04
LOW 22.67
0.618 22.07
1.000 21.70
1.618 21.10
2.618 20.13
4.250 18.55
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 23.29 23.07
PP 23.22 22.77
S1 23.16 22.48

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

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