ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 24.75 23.88 -0.87 -3.5% 23.15
High 24.75 24.35 -0.40 -1.6% 25.43
Low 23.68 23.79 0.11 0.5% 23.15
Close 23.78 24.19 0.41 1.7% 23.78
Range 1.07 0.56 -0.51 -47.7% 2.28
ATR 0.97 0.94 -0.03 -2.9% 0.00
Volume 41,545 50,220 8,675 20.9% 295,314
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 25.79 25.55 24.50
R3 25.23 24.99 24.34
R2 24.67 24.67 24.29
R1 24.43 24.43 24.24 24.55
PP 24.11 24.11 24.11 24.17
S1 23.87 23.87 24.14 23.99
S2 23.55 23.55 24.09
S3 22.99 23.31 24.04
S4 22.43 22.75 23.88
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 30.96 29.65 25.03
R3 28.68 27.37 24.41
R2 26.40 26.40 24.20
R1 25.09 25.09 23.99 25.75
PP 24.12 24.12 24.12 24.45
S1 22.81 22.81 23.57 23.47
S2 21.84 21.84 23.36
S3 19.56 20.53 23.15
S4 17.28 18.25 22.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.43 23.68 1.75 7.2% 0.89 3.7% 29% False False 59,662
10 25.43 22.52 2.91 12.0% 0.87 3.6% 57% False False 59,216
20 25.43 22.15 3.28 13.6% 1.01 4.2% 62% False False 62,111
40 26.25 21.17 5.08 21.0% 1.02 4.2% 59% False False 53,800
60 26.25 18.17 8.08 33.4% 0.81 3.4% 75% False False 43,141
80 26.25 16.61 9.64 39.9% 0.73 3.0% 79% False False 37,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 26.73
2.618 25.82
1.618 25.26
1.000 24.91
0.618 24.70
HIGH 24.35
0.618 24.14
0.500 24.07
0.382 24.00
LOW 23.79
0.618 23.44
1.000 23.23
1.618 22.88
2.618 22.32
4.250 21.41
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 24.15 24.53
PP 24.11 24.41
S1 24.07 24.30

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

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