ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 22.87 23.15 0.28 1.2% 23.20
High 23.38 24.20 0.82 3.5% 23.89
Low 22.79 23.15 0.36 1.6% 22.52
Close 23.17 24.10 0.93 4.0% 23.17
Range 0.59 1.05 0.46 78.0% 1.37
ATR 0.94 0.95 0.01 0.8% 0.00
Volume 60,291 47,224 -13,067 -21.7% 295,125
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 26.97 26.58 24.68
R3 25.92 25.53 24.39
R2 24.87 24.87 24.29
R1 24.48 24.48 24.20 24.68
PP 23.82 23.82 23.82 23.91
S1 23.43 23.43 24.00 23.63
S2 22.77 22.77 23.91
S3 21.72 22.38 23.81
S4 20.67 21.33 23.52
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 27.30 26.61 23.92
R3 25.93 25.24 23.55
R2 24.56 24.56 23.42
R1 23.87 23.87 23.30 23.53
PP 23.19 23.19 23.19 23.03
S1 22.50 22.50 23.04 22.16
S2 21.82 21.82 22.92
S3 20.45 21.13 22.79
S4 19.08 19.76 22.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.20 22.52 1.68 7.0% 0.85 3.5% 94% True False 58,770
10 24.38 22.52 1.86 7.7% 0.83 3.5% 85% False False 60,980
20 26.25 22.15 4.10 17.0% 1.06 4.4% 48% False False 58,269
40 26.25 19.63 6.62 27.5% 0.97 4.0% 68% False False 50,172
60 26.25 17.93 8.32 34.5% 0.78 3.2% 74% False False 39,944
80 26.25 16.61 9.64 40.0% 0.69 2.9% 78% False False 34,492
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 28.66
2.618 26.95
1.618 25.90
1.000 25.25
0.618 24.85
HIGH 24.20
0.618 23.80
0.500 23.68
0.382 23.55
LOW 23.15
0.618 22.50
1.000 22.10
1.618 21.45
2.618 20.40
4.250 18.69
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 23.96 23.87
PP 23.82 23.64
S1 23.68 23.42

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

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