ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 21.28 21.63 0.35 1.6% 23.88
High 21.79 22.98 1.19 5.5% 24.62
Low 21.24 21.62 0.38 1.8% 21.18
Close 21.63 22.79 1.16 5.4% 21.24
Range 0.55 1.36 0.81 147.3% 3.44
ATR 1.01 1.04 0.02 2.4% 0.00
Volume 88,222 38,234 -49,988 -56.7% 276,369
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 26.54 26.03 23.54
R3 25.18 24.67 23.16
R2 23.82 23.82 23.04
R1 23.31 23.31 22.91 23.57
PP 22.46 22.46 22.46 22.59
S1 21.95 21.95 22.67 22.21
S2 21.10 21.10 22.54
S3 19.74 20.59 22.42
S4 18.38 19.23 22.04
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 23.90 21.18 2.72 11.9% 1.19 5.2% 59% False False 64,910
10 25.43 21.18 4.25 18.6% 1.07 4.7% 38% False False 59,032
20 25.43 21.18 4.25 18.6% 0.95 4.1% 38% False False 59,503
40 26.25 21.18 5.07 22.2% 1.01 4.5% 32% False False 53,596
60 26.25 18.64 7.61 33.4% 0.89 3.9% 55% False False 47,036
80 26.25 16.78 9.47 41.6% 0.79 3.5% 63% False False 40,340
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 28.76
2.618 26.54
1.618 25.18
1.000 24.34
0.618 23.82
HIGH 22.98
0.618 22.46
0.500 22.30
0.382 22.14
LOW 21.62
0.618 20.78
1.000 20.26
1.618 19.42
2.618 18.06
4.250 15.84
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 22.63 22.55
PP 22.46 22.32
S1 22.30 22.08

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

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