ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 23.49 23.04 -0.45 -1.9% 22.85
High 23.89 23.42 -0.47 -2.0% 24.38
Low 22.52 22.63 0.11 0.5% 22.45
Close 23.08 22.92 -0.16 -0.7% 23.24
Range 1.37 0.79 -0.58 -42.3% 1.93
ATR 0.98 0.97 -0.01 -1.4% 0.00
Volume 53,591 90,948 37,357 69.7% 347,678
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 25.36 24.93 23.35
R3 24.57 24.14 23.14
R2 23.78 23.78 23.06
R1 23.35 23.35 22.99 23.17
PP 22.99 22.99 22.99 22.90
S1 22.56 22.56 22.85 22.38
S2 22.20 22.20 22.78
S3 21.41 21.77 22.70
S4 20.62 20.98 22.49
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 23.89 22.52 1.37 6.0% 0.79 3.4% 29% False False 61,894
10 24.38 22.45 1.93 8.4% 0.96 4.2% 24% False False 63,799
20 26.25 22.15 4.10 17.9% 1.02 4.5% 19% False False 55,358
40 26.25 19.31 6.94 30.3% 0.95 4.2% 52% False False 48,488
60 26.25 17.93 8.32 36.3% 0.77 3.3% 60% False False 38,931
80 26.25 16.61 9.64 42.1% 0.68 3.0% 65% False False 33,637
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.78
2.618 25.49
1.618 24.70
1.000 24.21
0.618 23.91
HIGH 23.42
0.618 23.12
0.500 23.03
0.382 22.93
LOW 22.63
0.618 22.14
1.000 21.84
1.618 21.35
2.618 20.56
4.250 19.27
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 23.03 23.21
PP 22.99 23.11
S1 22.96 23.02

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

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