ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 23.37 24.00 0.63 2.7% 22.31
High 24.31 24.38 0.07 0.3% 23.98
Low 23.28 23.62 0.34 1.5% 22.15
Close 24.00 23.93 -0.07 -0.3% 22.86
Range 1.03 0.76 -0.27 -26.2% 1.83
ATR 1.05 1.03 -0.02 -2.0% 0.00
Volume 56,790 65,384 8,594 15.1% 207,905
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 26.26 25.85 24.35
R3 25.50 25.09 24.14
R2 24.74 24.74 24.07
R1 24.33 24.33 24.00 24.16
PP 23.98 23.98 23.98 23.89
S1 23.57 23.57 23.86 23.40
S2 23.22 23.22 23.79
S3 22.46 22.81 23.72
S4 21.70 22.05 23.51
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 24.38 22.45 1.93 8.1% 1.13 4.7% 77% True False 65,703
10 25.74 22.15 3.59 15.0% 1.21 5.1% 50% False False 62,032
20 26.25 22.15 4.10 17.1% 1.10 4.6% 43% False False 50,523
40 26.25 18.92 7.33 30.6% 0.89 3.7% 68% False False 43,328
60 26.25 17.10 9.15 38.2% 0.75 3.2% 75% False False 35,805
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 27.61
2.618 26.37
1.618 25.61
1.000 25.14
0.618 24.85
HIGH 24.38
0.618 24.09
0.500 24.00
0.382 23.91
LOW 23.62
0.618 23.15
1.000 22.86
1.618 22.39
2.618 21.63
4.250 20.39
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 24.00 23.83
PP 23.98 23.74
S1 23.95 23.64

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

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