ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 22.50 21.28 -1.22 -5.4% 23.88
High 22.96 21.79 -1.17 -5.1% 24.62
Low 21.18 21.24 0.06 0.3% 21.18
Close 21.24 21.63 0.39 1.8% 21.24
Range 1.78 0.55 -1.23 -69.1% 3.44
ATR 1.05 1.01 -0.04 -3.4% 0.00
Volume 94,601 88,222 -6,379 -6.7% 276,369
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 23.20 22.97 21.93
R3 22.65 22.42 21.78
R2 22.10 22.10 21.73
R1 21.87 21.87 21.68 21.99
PP 21.55 21.55 21.55 21.61
S1 21.32 21.32 21.58 21.44
S2 21.00 21.00 21.53
S3 20.45 20.77 21.48
S4 19.90 20.22 21.33
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 32.67 30.39 23.13
R3 29.23 26.95 22.19
R2 25.79 25.79 21.87
R1 23.51 23.51 21.56 22.93
PP 22.35 22.35 22.35 22.06
S1 20.07 20.07 20.92 19.49
S2 18.91 18.91 20.61
S3 15.47 16.63 20.29
S4 12.03 13.19 19.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.62 21.18 3.44 15.9% 1.14 5.3% 13% False False 62,874
10 25.43 21.18 4.25 19.6% 1.02 4.7% 11% False False 61,268
20 25.43 21.18 4.25 19.6% 0.93 4.3% 11% False False 61,124
40 26.25 21.18 5.07 23.4% 1.00 4.6% 9% False False 54,457
60 26.25 18.52 7.73 35.7% 0.87 4.0% 40% False False 46,682
80 26.25 16.78 9.47 43.8% 0.78 3.6% 51% False False 40,038
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 0.18
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 24.13
2.618 23.23
1.618 22.68
1.000 22.34
0.618 22.13
HIGH 21.79
0.618 21.58
0.500 21.52
0.382 21.45
LOW 21.24
0.618 20.90
1.000 20.69
1.618 20.35
2.618 19.80
4.250 18.90
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 21.59 22.10
PP 21.55 21.94
S1 21.52 21.79

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

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