ICE Sugar Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 24.07 25.25 1.18 4.9% 22.68
High 25.40 25.72 0.32 1.3% 24.10
Low 24.00 24.57 0.57 2.4% 22.09
Close 25.28 24.82 -0.46 -1.8% 24.00
Range 1.40 1.15 -0.25 -17.9% 2.01
ATR 0.79 0.82 0.03 3.3% 0.00
Volume 70,970 98,224 27,254 38.4% 222,621
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 28.49 27.80 25.45
R3 27.34 26.65 25.14
R2 26.19 26.19 25.03
R1 25.50 25.50 24.93 25.27
PP 25.04 25.04 25.04 24.92
S1 24.35 24.35 24.71 24.12
S2 23.89 23.89 24.61
S3 22.74 23.20 24.50
S4 21.59 22.05 24.19
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 29.43 28.72 25.11
R3 27.42 26.71 24.55
R2 25.41 25.41 24.37
R1 24.70 24.70 24.18 25.06
PP 23.40 23.40 23.40 23.57
S1 22.69 22.69 23.82 23.05
S2 21.39 21.39 23.63
S3 19.38 20.68 23.45
S4 17.37 18.67 22.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.72 22.09 3.63 14.6% 1.07 4.3% 75% True False 64,508
10 25.72 22.09 3.63 14.6% 0.84 3.4% 75% True False 54,391
20 25.72 21.94 3.78 15.2% 0.73 3.0% 76% True False 47,131
40 25.72 21.78 3.94 15.9% 0.76 3.1% 77% True False 47,376
60 25.72 21.18 4.54 18.3% 0.83 3.3% 80% True False 50,629
80 26.25 21.18 5.07 20.4% 0.89 3.6% 72% False False 50,868
100 26.25 19.23 7.02 28.3% 0.86 3.5% 80% False False 48,329
120 26.25 17.80 8.45 34.0% 0.79 3.2% 83% False False 43,767
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30.61
2.618 28.73
1.618 27.58
1.000 26.87
0.618 26.43
HIGH 25.72
0.618 25.28
0.500 25.15
0.382 25.01
LOW 24.57
0.618 23.86
1.000 23.42
1.618 22.71
2.618 21.56
4.250 19.68
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 25.15 24.69
PP 25.04 24.55
S1 24.93 24.42

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

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