ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	24.18	23.20	-0.98	-4.1%	23.34
High	24.61	24.06	-0.55	-2.2%	24.61
Low	23.14	22.70	-0.44	-1.9%	22.70
Close	23.43	23.29	-0.14	-0.6%	23.29
Range	1.47	1.36	-0.11	-7.5%	1.91
ATR	0.81	0.85	0.04	4.8%	0.00
Volume	53,451	45,436	-8,015	-15.0%	217,807

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	27.43	26.72	24.04
R3	26.07	25.36	23.66
R2	24.71	24.71	23.54
R1	24.00	24.00	23.41	24.36
PP	23.35	23.35	23.35	23.53
S1	22.64	22.64	23.17	23.00
S2	21.99	21.99	23.04
S3	20.63	21.28	22.92
S4	19.27	19.92	22.54

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	29.26	28.19	24.34
R3	27.35	26.28	23.82
R2	25.44	25.44	23.64
R1	24.37	24.37	23.47	23.95
PP	23.53	23.53	23.53	23.33
S1	22.46	22.46	23.11	22.04
S2	21.62	21.62	22.94
S3	19.71	20.55	22.76
S4	17.80	18.64	22.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	24.61	22.70	1.91	8.2%	1.11	4.8%	31%	False	True	43,561
10	24.78	21.92	2.86	12.3%	1.22	5.2%	48%	False	False	52,758
20	24.78	19.25	5.53	23.7%	0.85	3.6%	73%	False	False	40,527
40	24.78	17.93	6.85	29.4%	0.63	2.7%	78%	False	False	30,424

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	29.84
2.618	27.62
1.618	26.26
1.000	25.42
0.618	24.90
HIGH	24.06
0.618	23.54
0.500	23.38
0.382	23.22
LOW	22.70
0.618	21.86
1.000	21.34
1.618	20.50
2.618	19.14
4.250	16.92

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	23.38	23.66
PP	23.35	23.53
S1	23.32	23.41

Download as Excel Spreadsheet

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

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