ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	23.53	23.02	-0.51	-2.2%	22.03
High	23.64	24.15	0.51	2.2%	24.78
Low	22.93	22.92	-0.01	0.0%	21.92
Close	23.21	24.08	0.87	3.7%	23.50
Range	0.71	1.23	0.52	73.2%	2.86
ATR	0.73	0.76	0.04	5.0%	0.00
Volume	30,568	53,451	22,883	74.9%	309,777

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	27.41	26.97	24.76
R3	26.18	25.74	24.42
R2	24.95	24.95	24.31
R1	24.51	24.51	24.19	24.73
PP	23.72	23.72	23.72	23.83
S1	23.28	23.28	23.97	23.50
S2	22.49	22.49	23.85
S3	21.26	22.05	23.74
S4	20.03	20.82	23.40

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	31.98	30.60	25.07
R3	29.12	27.74	24.29
R2	26.26	26.26	24.02
R1	24.88	24.88	23.76	25.57
PP	23.40	23.40	23.40	23.75
S1	22.02	22.02	23.24	22.71
S2	20.54	20.54	22.98
S3	17.68	19.16	22.71
S4	14.82	16.30	21.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	24.78	22.75	2.03	8.4%	0.95	3.9%	66%	False	False	49,340
10	24.78	20.57	4.21	17.5%	1.08	4.5%	83%	False	False	50,782
20	24.78	19.23	5.55	23.0%	0.73	3.0%	87%	False	False	38,174
40	24.78	17.80	6.98	29.0%	0.59	2.5%	90%	False	False	29,564

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	29.38
2.618	27.37
1.618	26.14
1.000	25.38
0.618	24.91
HIGH	24.15
0.618	23.68
0.500	23.54
0.382	23.39
LOW	22.92
0.618	22.16
1.000	21.69
1.618	20.93
2.618	19.70
4.250	17.69

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	23.90	23.87
PP	23.72	23.66
S1	23.54	23.45

Download as Excel Spreadsheet

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

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