ICE Sugar Future March 2010

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	24.95	25.30	0.35	1.4%	23.20
High	25.43	25.37	-0.06	-0.2%	23.89
Low	24.41	24.43	0.02	0.1%	22.52
Close	25.39	24.64	-0.75	-3.0%	23.17
Range	1.02	0.94	-0.08	-7.8%	1.37
ATR	0.96	0.96	0.00	0.0%	0.00
Volume	75,886	70,068	-5,818	-7.7%	295,125

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	27.63	27.08	25.16
R3	26.69	26.14	24.90
R2	25.75	25.75	24.81
R1	25.20	25.20	24.73	25.01
PP	24.81	24.81	24.81	24.72
S1	24.26	24.26	24.55	24.07
S2	23.87	23.87	24.47
S3	22.93	23.32	24.38
S4	21.99	22.38	24.12

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	25.43	22.79	2.64	10.7%	0.89	3.6%	70%	False	False	62,812
10	25.43	22.52	2.91	11.8%	0.84	3.4%	73%	False	False	62,353
20	25.74	22.15	3.59	14.6%	1.03	4.2%	69%	False	False	62,192
40	26.25	20.41	5.84	23.7%	1.01	4.1%	72%	False	False	53,012
60	26.25	17.93	8.32	33.8%	0.80	3.3%	81%	False	False	42,747
80	26.25	16.61	9.64	39.1%	0.71	2.9%	83%	False	False	36,246

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	29.37
2.618	27.83
1.618	26.89
1.000	26.31
0.618	25.95
HIGH	25.37
0.618	25.01
0.500	24.90
0.382	24.79
LOW	24.43
0.618	23.85
1.000	23.49
1.618	22.91
2.618	21.97
4.250	20.44

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	24.90	24.86
PP	24.81	24.78
S1	24.73	24.71

Download as Excel Spreadsheet

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

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