ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	23.20	24.22	1.02	4.4%	19.80
High	24.67	24.78	0.11	0.4%	22.06
Low	22.90	23.57	0.67	2.9%	19.80
Close	24.32	23.71	-0.61	-2.5%	22.03
Range	1.77	1.21	-0.56	-31.6%	2.26
ATR	0.68	0.72	0.04	5.6%	0.00
Volume	45,696	55,100	9,404	20.6%	170,857

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	27.65	26.89	24.38
R3	26.44	25.68	24.04
R2	25.23	25.23	23.93
R1	24.47	24.47	23.82	24.25
PP	24.02	24.02	24.02	23.91
S1	23.26	23.26	23.60	23.04
S2	22.81	22.81	23.49
S3	21.60	22.05	23.38
S4	20.39	20.84	23.04

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	24.78	21.17	3.61	15.2%	1.34	5.7%	70%	True	False	57,620
10	24.78	19.63	5.15	21.7%	0.92	3.9%	79%	True	False	44,128
20	24.78	18.52	6.26	26.4%	0.62	2.6%	83%	True	False	31,134
40	24.78	16.78	8.00	33.7%	0.55	2.3%	87%	True	False	25,619

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	29.92
2.618	27.95
1.618	26.74
1.000	25.99
0.618	25.53
HIGH	24.78
0.618	24.32
0.500	24.18
0.382	24.03
LOW	23.57
0.618	22.82
1.000	22.36
1.618	21.61
2.618	20.40
4.250	18.43

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	24.18	23.73
PP	24.02	23.72
S1	23.87	23.72

Download as Excel Spreadsheet

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

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