ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 23.93 23.23 -0.70 -2.9% 24.10
High 23.98 23.54 -0.44 -1.8% 24.68
Low 23.01 22.84 -0.17 -0.7% 22.84
Close 23.08 23.12 0.04 0.2% 23.12
Range 0.97 0.70 -0.27 -27.8% 1.84
ATR 0.98 0.96 -0.02 -2.1% 0.00
Volume 34,729 52,385 17,656 50.8% 227,925
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 25.27 24.89 23.51
R3 24.57 24.19 23.31
R2 23.87 23.87 23.25
R1 23.49 23.49 23.18 23.33
PP 23.17 23.17 23.17 23.09
S1 22.79 22.79 23.06 22.63
S2 22.47 22.47 22.99
S3 21.77 22.09 22.93
S4 21.07 21.39 22.74
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 29.07 27.93 24.13
R3 27.23 26.09 23.63
R2 25.39 25.39 23.46
R1 24.25 24.25 23.29 23.90
PP 23.55 23.55 23.55 23.37
S1 22.41 22.41 22.95 22.06
S2 21.71 21.71 22.78
S3 19.87 20.57 22.61
S4 18.03 18.73 22.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.68 22.84 1.84 8.0% 0.82 3.6% 15% False True 45,585
10 24.68 21.24 3.44 14.9% 0.88 3.8% 55% False False 50,384
20 25.43 21.18 4.25 18.4% 0.97 4.2% 46% False False 53,776
40 26.25 21.18 5.07 21.9% 1.00 4.3% 38% False False 55,465
60 26.25 19.52 6.73 29.1% 0.96 4.2% 53% False False 50,777
80 26.25 17.93 8.32 36.0% 0.82 3.5% 62% False False 43,214
100 26.25 16.61 9.64 41.7% 0.74 3.2% 68% False False 38,147
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.52
2.618 25.37
1.618 24.67
1.000 24.24
0.618 23.97
HIGH 23.54
0.618 23.27
0.500 23.19
0.382 23.11
LOW 22.84
0.618 22.41
1.000 22.14
1.618 21.71
2.618 21.01
4.250 19.87
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 23.19 23.53
PP 23.17 23.39
S1 23.14 23.26

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

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