ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	23.54	23.74	0.20	0.8%	23.34
High	23.74	24.14	0.40	1.7%	24.61
Low	23.16	23.74	0.58	2.5%	22.70
Close	23.70	23.91	0.21	0.9%	23.29
Range	0.58	0.40	-0.18	-31.0%	1.91
ATR	0.81	0.78	-0.03	-3.3%	0.00
Volume	24,378	24,914	536	2.2%	217,807

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	25.13	24.92	24.13
R3	24.73	24.52	24.02
R2	24.33	24.33	23.98
R1	24.12	24.12	23.95	24.23
PP	23.93	23.93	23.93	23.98
S1	23.72	23.72	23.87	23.83
S2	23.53	23.53	23.84
S3	23.13	23.32	23.80
S4	22.73	22.92	23.69

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	24.14	22.70	1.44	6.0%	0.74	3.1%	84%	True	False	31,031
10	24.61	22.70	1.91	8.0%	0.87	3.6%	63%	False	False	40,021
20	24.78	19.63	5.15	21.5%	0.89	3.7%	83%	False	False	42,074
40	24.78	17.93	6.85	28.6%	0.64	2.7%	87%	False	False	30,781
60	24.78	16.61	8.17	34.2%	0.57	2.4%	89%	False	False	26,566

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.20
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	25.84
2.618	25.19
1.618	24.79
1.000	24.54
0.618	24.39
HIGH	24.14
0.618	23.99
0.500	23.94
0.382	23.89
LOW	23.74
0.618	23.49
1.000	23.34
1.618	23.09
2.618	22.69
4.250	22.04

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	23.94	23.80
PP	23.93	23.69
S1	23.92	23.59

Download as Excel Spreadsheet

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

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