ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 22.72 23.55 0.83 3.7% 22.31
High 23.52 23.98 0.46 2.0% 23.98
Low 22.53 22.45 -0.08 -0.4% 22.15
Close 23.42 22.86 -0.56 -2.4% 22.86
Range 0.99 1.53 0.54 54.5% 1.83
ATR 1.00 1.04 0.04 3.8% 0.00
Volume 57,639 55,481 -2,158 -3.7% 207,905
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 27.69 26.80 23.70
R3 26.16 25.27 23.28
R2 24.63 24.63 23.14
R1 23.74 23.74 23.00 23.42
PP 23.10 23.10 23.10 22.94
S1 22.21 22.21 22.72 21.89
S2 21.57 21.57 22.58
S3 20.04 20.68 22.44
S4 18.51 19.15 22.02
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 28.49 27.50 23.87
R3 26.66 25.67 23.36
R2 24.83 24.83 23.20
R1 23.84 23.84 23.03 24.34
PP 23.00 23.00 23.00 23.24
S1 22.01 22.01 22.69 22.51
S2 21.17 21.17 22.52
S3 19.34 20.18 22.36
S4 17.51 18.35 21.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.16 22.15 3.01 13.2% 1.39 6.1% 24% False False 58,829
10 26.25 22.15 4.10 17.9% 1.18 5.2% 17% False False 50,028
20 26.25 22.15 4.10 17.9% 1.07 4.7% 17% False False 46,534
40 26.25 18.52 7.73 33.8% 0.83 3.6% 56% False False 37,975
60 26.25 16.61 9.64 42.2% 0.71 3.1% 65% False False 31,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 30.48
2.618 27.99
1.618 26.46
1.000 25.51
0.618 24.93
HIGH 23.98
0.618 23.40
0.500 23.22
0.382 23.03
LOW 22.45
0.618 21.50
1.000 20.92
1.618 19.97
2.618 18.44
4.250 15.95
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 23.22 23.07
PP 23.10 23.00
S1 22.98 22.93

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

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