ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 22.73 22.30 -0.43 -1.9% 22.81
High 22.90 22.70 -0.20 -0.9% 24.00
Low 22.29 21.78 -0.51 -2.3% 22.31
Close 22.41 21.91 -0.50 -2.2% 22.43
Range 0.61 0.92 0.31 50.8% 1.69
ATR 0.89 0.89 0.00 0.2% 0.00
Volume 42,756 56,949 14,193 33.2% 242,209
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 24.89 24.32 22.42
R3 23.97 23.40 22.16
R2 23.05 23.05 22.08
R1 22.48 22.48 21.99 22.31
PP 22.13 22.13 22.13 22.04
S1 21.56 21.56 21.83 21.39
S2 21.21 21.21 21.74
S3 20.29 20.64 21.66
S4 19.37 19.72 21.40
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 27.98 26.90 23.36
R3 26.29 25.21 22.89
R2 24.60 24.60 22.74
R1 23.52 23.52 22.58 23.22
PP 22.91 22.91 22.91 22.76
S1 21.83 21.83 22.28 21.53
S2 21.22 21.22 22.12
S3 19.53 20.14 21.97
S4 17.84 18.45 21.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.00 21.78 2.22 10.1% 0.85 3.9% 6% False True 49,381
10 24.00 21.78 2.22 10.1% 0.83 3.8% 6% False True 48,342
20 24.68 21.78 2.90 13.2% 0.85 3.9% 4% False True 47,145
40 25.43 21.18 4.25 19.4% 0.90 4.1% 17% False False 53,324
60 26.25 21.18 5.07 23.1% 0.96 4.4% 14% False False 51,445
80 26.25 18.64 7.61 34.7% 0.88 4.0% 43% False False 47,063
100 26.25 16.78 9.47 43.2% 0.80 3.6% 54% False False 41,701
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 3 trading days
Fibonacci Retracements and Extensions
4.250 26.61
2.618 25.11
1.618 24.19
1.000 23.62
0.618 23.27
HIGH 22.70
0.618 22.35
0.500 22.24
0.382 22.13
LOW 21.78
0.618 21.21
1.000 20.86
1.618 20.29
2.618 19.37
4.250 17.87
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 22.24 22.43
PP 22.13 22.25
S1 22.02 22.08

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

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