ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 23.20 23.37 0.17 0.7% 22.85
High 23.60 23.74 0.14 0.6% 24.38
Low 22.93 23.27 0.34 1.5% 22.45
Close 23.22 23.61 0.39 1.7% 23.24
Range 0.67 0.47 -0.20 -29.9% 1.93
ATR 0.99 0.95 -0.03 -3.4% 0.00
Volume 48,495 41,800 -6,695 -13.8% 347,678
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 24.95 24.75 23.87
R3 24.48 24.28 23.74
R2 24.01 24.01 23.70
R1 23.81 23.81 23.65 23.91
PP 23.54 23.54 23.54 23.59
S1 23.34 23.34 23.57 23.44
S2 23.07 23.07 23.52
S3 22.60 22.87 23.48
S4 22.13 22.40 23.35
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 22.93 1.45 6.1% 0.71 3.0% 47% False False 57,421
10 24.38 22.15 2.23 9.4% 0.92 3.9% 65% False False 64,587
20 26.25 22.15 4.10 17.4% 0.98 4.2% 36% False False 51,153
40 26.25 19.25 7.00 29.6% 0.92 3.9% 62% False False 45,840
60 26.25 17.93 8.32 35.2% 0.75 3.2% 68% False False 37,334
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 16 trading days
Fibonacci Retracements and Extensions
4.250 25.74
2.618 24.97
1.618 24.50
1.000 24.21
0.618 24.03
HIGH 23.74
0.618 23.56
0.500 23.51
0.382 23.45
LOW 23.27
0.618 22.98
1.000 22.80
1.618 22.51
2.618 22.04
4.250 21.27
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 23.58 23.54
PP 23.54 23.46
S1 23.51 23.39

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

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