ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 22.81 22.72 -0.09 -0.4% 23.88
High 23.28 23.92 0.64 2.7% 24.62
Low 22.53 22.59 0.06 0.3% 21.18
Close 22.71 23.85 1.14 5.0% 21.24
Range 0.75 1.33 0.58 77.3% 3.44
ATR 1.02 1.04 0.02 2.2% 0.00
Volume 59,372 35,771 -23,601 -39.8% 276,369
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 27.44 26.98 24.58
R3 26.11 25.65 24.22
R2 24.78 24.78 24.09
R1 24.32 24.32 23.97 24.55
PP 23.45 23.45 23.45 23.57
S1 22.99 22.99 23.73 23.22
S2 22.12 22.12 23.61
S3 20.79 21.66 23.48
S4 19.46 20.33 23.12
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 23.92 21.18 2.74 11.5% 1.15 4.8% 97% True False 63,240
10 24.75 21.18 3.57 15.0% 1.08 4.5% 75% False False 53,951
20 25.43 21.18 4.25 17.8% 0.96 4.0% 63% False False 58,152
40 26.25 21.18 5.07 21.3% 1.03 4.3% 53% False False 54,337
60 26.25 18.92 7.33 30.7% 0.91 3.8% 67% False False 48,270
80 26.25 17.10 9.15 38.4% 0.81 3.4% 74% False False 41,391
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.57
2.618 27.40
1.618 26.07
1.000 25.25
0.618 24.74
HIGH 23.92
0.618 23.41
0.500 23.26
0.382 23.10
LOW 22.59
0.618 21.77
1.000 21.26
1.618 20.44
2.618 19.11
4.250 16.94
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 23.65 23.49
PP 23.45 23.13
S1 23.26 22.77

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

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