ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 23.79 23.20 -0.59 -2.5% 22.85
High 23.84 23.60 -0.24 -1.0% 24.38
Low 23.20 22.93 -0.27 -1.2% 22.45
Close 23.24 23.22 -0.02 -0.1% 23.24
Range 0.64 0.67 0.03 4.7% 1.93
ATR 1.01 0.99 -0.02 -2.4% 0.00
Volume 74,640 48,495 -26,145 -35.0% 347,678
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 25.26 24.91 23.59
R3 24.59 24.24 23.40
R2 23.92 23.92 23.34
R1 23.57 23.57 23.28 23.75
PP 23.25 23.25 23.25 23.34
S1 22.90 22.90 23.16 23.08
S2 22.58 22.58 23.10
S3 21.91 22.23 23.04
S4 21.24 21.56 22.85
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 22.90 1.48 6.4% 0.81 3.5% 22% False False 63,190
10 25.07 22.15 2.92 12.6% 1.15 4.9% 37% False False 65,007
20 26.25 22.15 4.10 17.7% 1.03 4.4% 26% False False 51,335
40 26.25 19.25 7.00 30.1% 0.91 3.9% 57% False False 45,706
60 26.25 17.90 8.35 36.0% 0.75 3.2% 64% False False 37,022
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.45
2.618 25.35
1.618 24.68
1.000 24.27
0.618 24.01
HIGH 23.60
0.618 23.34
0.500 23.27
0.382 23.19
LOW 22.93
0.618 22.52
1.000 22.26
1.618 21.85
2.618 21.18
4.250 20.08
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 23.27 23.66
PP 23.25 23.51
S1 23.24 23.37

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

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