ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	24.00	23.79	-0.21	-0.9%	22.85
High	24.38	23.84	-0.54	-2.2%	24.38
Low	23.62	23.20	-0.42	-1.8%	22.45
Close	23.93	23.24	-0.69	-2.9%	23.24
Range	0.76	0.64	-0.12	-15.8%	1.93
ATR	1.03	1.01	-0.02	-2.1%	0.00
Volume	65,384	74,640	9,256	14.2%	347,678

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	25.35	24.93	23.59
R3	24.71	24.29	23.42
R2	24.07	24.07	23.36
R1	23.65	23.65	23.30	23.54
PP	23.43	23.43	23.43	23.37
S1	23.01	23.01	23.18	22.90
S2	22.79	22.79	23.12
S3	22.15	22.37	23.06
S4	21.51	21.73	22.89

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	29.15	28.12	24.30
R3	27.22	26.19	23.77
R2	25.29	25.29	23.59
R1	24.26	24.26	23.42	24.78
PP	23.36	23.36	23.36	23.61
S1	22.33	22.33	23.06	22.85
S2	21.43	21.43	22.89
S3	19.50	20.40	22.71
S4	17.57	18.47	22.18

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	8.3%	0.95	4.1%	41%	False	False	69,535
10	25.16	22.15	3.01	13.0%	1.17	5.1%	36%	False	False	64,182
20	26.25	22.15	4.10	17.6%	1.07	4.6%	27%	False	False	51,582
40	26.25	19.23	7.02	30.2%	0.90	3.9%	57%	False	False	44,878
60	26.25	17.80	8.45	36.4%	0.75	3.2%	64%	False	False	36,904

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	0.23
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	26.56
2.618	25.52
1.618	24.88
1.000	24.48
0.618	24.24
HIGH	23.84
0.618	23.60
0.500	23.52
0.382	23.44
LOW	23.20
0.618	22.80
1.000	22.56
1.618	22.16
2.618	21.52
4.250	20.48

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	23.52	23.79
PP	23.43	23.61
S1	23.33	23.42

Download as Excel Spreadsheet

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

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