ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 23.59 23.37 -0.22 -0.9% 22.31
High 23.85 24.31 0.46 1.9% 23.98
Low 22.90 23.28 0.38 1.7% 22.15
Close 23.32 24.00 0.68 2.9% 22.86
Range 0.95 1.03 0.08 8.4% 1.83
ATR 1.06 1.05 0.00 -0.2% 0.00
Volume 70,645 56,790 -13,855 -19.6% 207,905
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 26.95 26.51 24.57
R3 25.92 25.48 24.28
R2 24.89 24.89 24.19
R1 24.45 24.45 24.09 24.67
PP 23.86 23.86 23.86 23.98
S1 23.42 23.42 23.91 23.64
S2 22.83 22.83 23.81
S3 21.80 22.39 23.72
S4 20.77 21.36 23.43
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 24.31 22.45 1.86 7.8% 1.18 4.9% 83% True False 64,154
10 26.25 22.15 4.10 17.1% 1.26 5.2% 45% False False 59,558
20 26.25 22.15 4.10 17.1% 1.10 4.6% 45% False False 48,782
40 26.25 18.90 7.35 30.6% 0.88 3.7% 69% False False 42,010
60 26.25 16.78 9.47 39.5% 0.75 3.1% 76% False False 34,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 28.69
2.618 27.01
1.618 25.98
1.000 25.34
0.618 24.95
HIGH 24.31
0.618 23.92
0.500 23.80
0.382 23.67
LOW 23.28
0.618 22.64
1.000 22.25
1.618 21.61
2.618 20.58
4.250 18.90
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 23.93 23.79
PP 23.86 23.59
S1 23.80 23.38

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

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