ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	23.02	24.18	1.16	5.0%	22.03
High	24.15	24.61	0.46	1.9%	24.78
Low	22.92	23.14	0.22	1.0%	21.92
Close	24.08	23.43	-0.65	-2.7%	23.50
Range	1.23	1.47	0.24	19.5%	2.86
ATR	0.76	0.81	0.05	6.6%	0.00
Volume	53,451	53,451	0	0.0%	309,777

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	28.14	27.25	24.24
R3	26.67	25.78	23.83
R2	25.20	25.20	23.70
R1	24.31	24.31	23.56	24.02
PP	23.73	23.73	23.73	23.58
S1	22.84	22.84	23.30	22.55
S2	22.26	22.26	23.16
S3	20.79	21.37	23.03
S4	19.32	19.90	22.62

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	24.61	22.75	1.86	7.9%	1.00	4.3%	37%	True	False	49,011
10	24.78	21.17	3.61	15.4%	1.17	5.0%	63%	False	False	53,315
20	24.78	19.25	5.53	23.6%	0.79	3.4%	76%	False	False	40,078
40	24.78	17.90	6.88	29.4%	0.62	2.6%	80%	False	False	29,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	30.86
2.618	28.46
1.618	26.99
1.000	26.08
0.618	25.52
HIGH	24.61
0.618	24.05
0.500	23.88
0.382	23.70
LOW	23.14
0.618	22.23
1.000	21.67
1.618	20.76
2.618	19.29
4.250	16.89

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	23.88	23.77
PP	23.73	23.65
S1	23.58	23.54

Download as Excel Spreadsheet

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

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